Improving Performance of Variable Annuity Risk Management Systems

Host

Ivan Casanova

Vice President, Product Management and Marketing

DataSynapse

 

Andrew Dansereau

Lead Financial Engineer, Insurance

Algorithmics




As a result of large losses due to financial market declines and increased volatility, insurers are re-evaluating their variable annuity risk management strategies and infrastructures. Leading insurers are moving to apply front and middle office derivative valuation and risk processes to manage their variable annuity exposures.

 

This one-hour Webinar focuses on the design and implementation of customized, grid-enabled risk architectures for variable annuity risk measurement, mitigation, and reporting. Key solution benefits include improved performance and reliability, hardware scalability and a reduction in the total cost of ownership. Algorithmics and DataSynapse have extensive experience constructing and implementing risk systems for the world's largest financial institutions, including variable annuity providers.


At this Webinar, variable annuity product and risk managers will learn how to efficiently:

  • Model variable annuities and hedge assets within a single consistent framework
  • Conduct scenario-based (including stochastic on stochastic) risk analysis
  • Design and test Dynamic Hedging Strategies
  • Create automated grid-enable batch processes for variable annuity hedging and risk management purposes

 

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