For life, annuity and health companies, Conning’s integrated Asset Liability Management (ALM) approach is the basis for Strategic Asset Allocation (SAA) and a range of other ALM analyses supporting insurers’ financial and risk management initiatives. Our services include:
- Optimal investment portfolio strategy development
- Regulatory cash flow and risk-based capital C-3 testing
- Asset-modeling support
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- Policyholder rate setting for new-money products
- Liquidity stress testing
- Investment projections for budget planning
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Going Beyond Traditional Cash Flow, Duration and Convexity Testing
Conning’s strategic asset allocation services for life, annuity and health companies go beyond traditional cash flow, duration and convexity testing. To help our clients understand how alternative investment strategies might improve their financial results, within appropriate risk tolerances, we use our proprietary systems to develop alternative portfolio strategies within an efficient frontier framework.
We provide our clients with the modeling support and financial information necessary to evaluate the risk/reward trade-offs of alternative investment portfolios. Our clients can then select an optimal portfolio strategy to maximize enterprise value, giving appropriate consideration to enterprise asset and liability risks.
To learn more about Conning’s Integrated ALM or other strategic advisory services, please contact us.