Investment Optimizer

Find the optimal investment strategy for your risk profile.

Strategic Asset Allocation - A Comprehensive Approach

In this paper we review approaches to investment risk/reward analysis in a constrained environment with specific emphasis on how SAA can benefit from and leverage off a company’s ERM and ECM platforms. We also touch on how a company can use its SAA applications to support rating agency and regulatory Use Test requirements.

Optimize Your Strategic Asset Allocation

Strategic Asset Allocation analysis using Conning’s Investment Optimizer software provides critical insights on investment risk. The Investment Optimizer rapidly evaluates thousands of asset allocation strategies to identify the one that maximizes a company’s business objectives within acceptable levels of risk.

 

Designed with Insurers in Mind

Designed specifically for insurers and pension plans, the Optimizer considers the accounting and capital constraints of investing in alternative asset classes. Analyses can be performed on an asset-only or integrated basis, accounting for a client’s full risk profile. 

 

Seamlessly Integrate with Our Software Suite

Conning’s Investment Optimizer works seamlessly within our GEMS® Economic Scenario Generator, FIRM® Portfolio Analyzer, and ADVISE® Enterprise Risk Modeler. Liabilities can be modeled within the software or imported from actuarial models within your existing systems.