Sector / Insurance
Asset & Liability Management for life and non-life insurance
- Valuation of assets, premiums, liabilities and financial surplus.
- Flows and liquidity needs analysis by term, with or without a reinvestment hypothesis.
- Risk surplus measurement. Surplus VaR. Stress scenarios.
- Immunization by Cash Flow Matching and/or by Durations and Sensibilities checkup test.
- Portfolio optimization to match flows or duration immunization subjected to personalized investments restrictions.