Our Asset and Liability Management (ALM) solution integrates enterprise ALM, liquidity risk management, funds transfer pricing, and regulatory reporting capabilities into a seamless platform, helping you save on upfront technology and modeling investments.

With our internal rate of return (IRR) scenarios and proprietary macroeconomic scenarios, you can better anticipate future risks and identify opportunities for balance sheet stability and business growth. Our platform supports complex decision making by helping you understand your balance sheet risk profile, as well as contractual terms, behavioral characteristics, and profitability components.

Our Funds Transfer Pricing (FTP) solution builds upon our ALM platform to simulate traditional financial statements and reports under a wider variety of planned, shocked, and stressed scenarios.

With our FTP solution, you can reduce duplicate data loads, avoid inconsistent assumptions, and streamline complex setups. Our platform allows you to calculate transfer rates, income, and expenses, export results for profitability analysis, and compare transfer rates using different methodologies and assumptions.

Our Liquidity Risk Management solution lets you create different “states of the world”—including base, mild, moderate, and severe scenarios—that help you meet enhanced supervisory standards for measuring specific limits.

With our robust tools, you can perform daily liquidity forecasting at the category level, target increases or decreases in volume, forecast new business, or reinvest a proportion of runoff principal per category. Our tools enable you to model multiple forecasting scenarios in the same processing run and define alternate reporting periods, including daily, weekly, monthly, and quarterly options.

Our Investment Portfolio Management solution drives portfolio optimization by helping you measure and manage portfolio-level risk and return across your portfolios.

Moody’s solution provides banks with a comprehensive toolkit that helps to form diverse strategies for the optimal risk/return trade-off and create relevant trading, funding, and hedging options. 

With our research, data, models, and multi-asset class risk tools, you gain crucial insights that can help you manage portfolio risk, maintain regulatory compliance, and make active asset allocation decisions. Our strategic asset allocation tools provide you with key information that will help you meet your investment objectives.

Our powerful modeling solution supports critical management functions as well as actuarial, investment, finance, and risk decision making.   

We provide a comprehensive set of workflows, including all actuarial analysis applications related to life insurance and pricing, reserving, asset and liability management (ALM), financial projections of earnings and capital, capital calculations, hedging, and financial and regulatory reporting. 

We help you address key challenges that include:

• Projecting future monthly cash flows per in-force policy and invested assets for up to 100 years
  
  

• Generating current and future date valuations of actuarial reserves and associated financial reporting on multiple bases simultaneously
  
  

• Evaluating blocks of business using deterministic or stochastic projections

Identify, assess, and mitigate risks as well as manage economic and regulatory capital modeling processes through a scalable, enterprise-wide offering.

Our insurance economic capital solution helps insurers calculate economic capital using a one-year, Value-at-Risk (VaR) approach to perform capital allocation by product and risk category. The solution also offers critical insights that help evaluate solvency positions and support risk-based decision making.

Our insurance regulatory capital solution addresses business needs and production requirements associated with regulatory capital calculations and reporting. We’ve optimized our solutions to manage the necessary risk and finance data by gathering, consolidating, and quality-checking large, disparate datasets from the systems required for calculations and reporting.

Insurance is a dynamic industry demanding the continuous assessment of new and evolving risks as well as the application of new regulation and financial reporting standards. Requirements such as IFRS 9, IFRS 17, LDTI, and climate disclosures exponentially increase modeling complexity and volume. Greater efficiency and reliability in actuarial modeling is essential to meet reporting deadlines and governance standards. 

Our solution includes all the essential components of regulatory and financial reporting, earnings analysis, projections, and financial and capital planning. We also support advanced accounting frameworks such as IFRS 9, IFRS 17, and LDTI, and other important regulatory requirements such as Solvency II, C-ROSS, Hong Kong RBC, and NAIC.