Investment Optimizer

Unique in the industry, Investment Optimizer takes investment risk modeling and analysis to the next level.

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’s stochastic optimization engine rapidly evaluates thousands of possible asset allocation strategies and identifies the strategy that maximizes a company’s business objectives while staying within its risk tolerance. Investment returns and cash flow distributions are stochastically generated using leading-edge models that reflect realistic results over any desired time horizon.

 

Designed with Insurers in Mind

Designed specifically for strategic asset allocation in the constrained environments of insurers and pension plans, the optimization analysis considers the accounting and capital constraints of investing in alternative asset classes within the boundaries of your investment guidelines. Analyses can be performed on an asset-only basis or on an integrated basis, taking into account the full risk profile of your enterprise, including insurance liabilities and capital requirements. Conning’s Investment Optimizer is suitable for property/casualty, life, pension, health and multi-sector insurers and reinsurers.

 

Integrates Seamlessly with our Entire Software Suite

Investment Optimizer works seamlessly within our GEMS® Economic Scenario GeneratorFIRM® Portfolio Analyzer, and ADVISE® Enterprise Risk ModelerLiabilities can be modeled natively within the software or imported from actuarial models, thus leveraging your existing systems. The application is particularly powerful when analyzing investment risk on an integrated basis, including underwriting, liability and operational risks.

Contact our risk management professionals to learn more.