Portfolio Analysis

Conning’s FIRM® Portfolio Analyzer combines a state-of-the-art economic scenario generator with sophisticated asset-liability modelling to provide clients with a deeper insight into their portfolio. Trading strategies and management decisions can be implemented and evaluated across a huge range of potential scenarios. With the Conning Allocation Optimizer®, firms can rapidly evaluate thousands of possible asset allocation strategies to generate an efficient frontier.

Sophisticated Asset-Liability Management

  • The software can model investments at the security level to provide an accurate evaluation of a firm’s accounting, tax, and solvency position. 

  • Liability cash flows can be deterministic or dependent on portfolio return.

  • Custom analytics such as a projection of risk capital or the likelihood of requiring a shareholder injection provide insight for management decisions.
Sophisticated Asset-Liability Management

Trading Strategies and Management Decisions

  • Implement a range of trading strategies, including duration targeting, cash flow matching, full or partial hedging, and more. 

  • Management actions can be based on liability cash flows, shortfall, solvency ratio, and other metrics.

  • Trading behavior respects the accounting classification of existing holdings.



Conning Allocation Optimizer®

  • Rapidly evaluate thousands of possible asset allocation strategies to generate an efficient frontier.

  • Stochastic optimization offers a range of risk metrics, including standard deviation, value at risk, and tail value at risk.

  • Optimization metrics include portfolio return, economic value, or the portfolio surplus after risk capital.

Trading Strategies and Management Decisions

Rethinking Strategic Asset Allocation in Light of Higher Inflation

In this new white paper, Conning discusses recent events in the markets and outlines its approach to strategic asset allocation, including the development of economic scenarios, choosing the appropriate risk and reward measures, and the construction of the efficient frontier.

Platform and Technology

  • Full functionality is available via desktop software, cloud-based simulation, or SaaS. 

  • A full range of asset classes are available, including government and corporate bonds, municipal bonds, MBS, ABS, real estate, equity, private equity, hedge funds, infrastructure, and many more.

  • Integration with the GEMS® Economic Scenario Generator offers user-friendly tools for recalibrating asset returns and correlations to a user’s own views of future risk and reward.


Service and Support

  • Experienced client support team to help you get up and running quickly.

  • Extensive documentation of models, software, and parameterization processes.

  • Regularly scheduled software updates incorporating the latest features.

Platform and Technology