Futures/Rates Optimisation
Simulate asset portfolio rebalancing for principles-based reserving (VM-20, VM-21, VM-23), capital calculation, or ALM and trading strategy
WHAT WE DO BEST
ALM for the stochastic world
PBR at the speed of Atlas
The Atlas ALM Portfolio Solver takes asset and liability cashflows, and calculates surplus deficiency across the projection horizon for all scenarios — within minutes.
You can use the ALM Portfolio Solver to model CDHS under the Implicit or the Explicit method, to value your book under VM-20, VM-21, VM-23 — or whatever future regulatory change may bring.
Rapid implementation
The ALM Portfolio Solver can be employed with your existing valuation architecture, using your current projections of assets and liabilities. So there’s no need for a new valuation system or a large implementation project.
Enterprise-grade software
Reduce operational risk by getting your processes off of spreadsheets, and onto enterprise-grade software. The Atlas ALM Portfolio Solver brings to bear all of Atlas’s native control, governance, and automation features.
OUR PRODUCTS
Explore the Atlas platform
Talk to our team
Contact us to learn more about how Stoch Analytics can help you navigate the stochastic world