Strategic Asset Allocation

Strategic Asset Allocation explores the risk and reward tradeoffs associated with different asset allocation alternatives by using a stochastic testing process that measures the volatility of assets and liabilities under selected assumptions. FIRM® Portfolio Analyzer allows the Chief Financial Officer to adjust a portfolio strategy to increase investment performance and/or reduce portfolio risk within the bounds of a clearly defined risk appetite. Additionally, FIRM® Portfolio Analyzer provides unparalleled 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 your risk management systems framework.

FIRM Product Sheet

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Investment Optimizer

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SAA Insights

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FIRM® Portfolio Analyzer

Investment Risk Modeling

Strategic Asset Allocation

Advanced ERM Solution


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.

Contact our risk management professionals to learn more.

 

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