Strategic Asset Allocation (SAA) and Asset–Liability Management (ALM) modelling platform

ance Limited and/or any Group Company (as Pool Re Services may require from time to time) in accordance with the terms of the Contract. The solution will be used to support long-term investment strategy, balance sheet risk management and decision-making across a range of economic environments. It

must incorporate stochastic simulation techniques, forward-looking stochastic economic scenario generation, an optimisation engine (e.g. MVA), capital market assumptions (CMA’s) and quantitative risk and marginal analysis of investment stra