Strategic Asset Allocation

Strategic Asset Allocation applies rules-based strategies to meet long-term investment allocation goals designed to maximize a company’s reward objectives subject to its tolerance for risk. Conning’s FIRM® Portfolio Analyzer helps institutional investors explore the risk and reward tradeoffs associated with asset allocation alternatives by using a stochastic testing process, allowing them to adjust their portfolio strategy with a goal of enhancing investment performance and/or reducing portfolio risk within the bounds of a clearly defined risk appetite. FIRM® Portfolio Analyzer also provides industry-recognized investment risk modeling capabilities, which can be performed on an aggregate asset class or individual security basis. Liability cash flows and reserves from other systems can be imported for full asset-liability modeling, so that FIRM® becomes an integral component of a risk management framework.

FIRM® Product Sheet

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Investment Optimizer

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SAA Insights

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FIRM® Portfolio Analyzer


Models dynamic multi-portfolio trading strategies within and across investment portfolios.

Combines with Investment Optimizer for risk/reward efficient-frontier optimization.

Able to use externally generated liability cash flows and reserves for full ALM and Enterprise Risk Management.

Comparing Performance Metrics When Optimizing Investment Strategies

When developing strategic asset allocation for insurers, the approach of Asset/Liability Efficient Frontier Analysis is often used. Learn about the benefits of this approach, and how it is helping insurers reach their objectives

Investment Optimization Function

Conning's Investment Optimizer (IO) module takes investment risk modeling and analysis to the next level.

By combining IO with FIRM® Portfolio Analyzer software, insurers can produce constrained efficient frontiers of asset allocations based on risk/reward metrics, taking into consideration any combination of assets and imported liability cash flows and reserves from other risk modeling systems in the company's enterprise risk modeling platform.

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Working seamlessly across our risk management platform, this software helps you take advantage of opportunities while managing enterprise-wide risk.