Insurance Asset Management - Customized Solutions

Portfolio Optimization

Achieve an optimal balance between the multiple objectives that insurance companies consider in the management of their business, including risk-adjusted after-tax returns, capital efficiency, income preferences, liquidity requirements, realized gain/loss constraints, etc.

Customized Benchmarks

Creation of benchmarks that are tailored to reflect a company's liability profile and risk preferences, as well as regulatory, rating agency, and other management considerations.

Asset Allocation

Analysis to establish long-run sector allocations that produce an appropriate risk/return profile for capital supporting a product or company.

Tail-Risk Management

Portfolios constructed to protect against downside risk in stressed economic environments.

Scenario-Based Risk Budgeting

Determine permissible active management exposures to spreads and rates versus customized benchmarks. Employs stress tests to sectors and rates to determine potential losses in well-defined stress scenarios.

Insurance Accounting

GAAP and statutory accounting capabilities and reporting services.

Asset Management Process

Execute the firm's investment strategies using an implementation process that reflects the unique profile and risk tolerance of each insurance company.