Maximum certainty for making more reliable investment decisions
The challenge: Fast and repeatable delivery of reliable investment forecasts
Today, many companies take data out of their investment accounting systems and project out using very basic assumptions. This is often an unsophisticated manual process: hard to update/revise and carried out infrequently because of the time-consuming effort involved. For companies with large MBS/ABS portfolios and other complex instruments, this could lead to suboptimal investment decisions.
The COMPIRICUS risk management experts, in cooperation with a major insurance company, have addressed this need for faster, more efficient delivery of projections and the ability to easily manipulate scenarios/assumptions, and in response they have developed a solution (that is able to replace numerous Excel calculations).
Our solution: COMPIRICUS Investment Forecaster
Our web-based software package is a platform-agnostic application for any company with a significant asset/liability portfolio, e.g. insurers, pension plans, investment management companies, corporates, and so on.
This solution forecasts income and expenses for existing positions based on market and investment scenarios as chosen by the user.
- Accurate projections based on your own market assumptions
- Reliable basis for decision-making and reporting
- Improved investment decisions
Solution Architecture of COMPIRICUS Investment Forecaster
Scope of Solution
- Tool is agnostic to data source and is designed to be used with multiple investment accounting systems (SAP, PAM, CAMRA, EAGLE, etc.) to project investment forecasts
- Different asset types from different systems (stocks, bonds, mortgage-backed securities, loans, etc.) can be loaded
- Market scenarios (assumptions on yield curves, FX rates, etc.)
- Multiple investment scenarios for future investment behavior
- Market data scenarios and investment scenarios can be arbitrarily combined
- Re-investment assumptions for maturing assets according to individual configuration
- Re-investments are made by transferring the implicit spread (over risk-free yield curve) of the current asset to the simulated re-invested asset
- Provides a cash and income view in valuation currency (base currency of legal entity) and position currency (issue currency)
Solution Highlights at a glance
- Flexible scenario options
You have the ability to combine various scenarios
- Reliable investment decisions
The business logic of the tool is the secret ingredient for reliable projections
- Increase of profitability
Enhanced future projections will benefit portfolio construction for management and asset/liability matching
- Competitive edge
Make better informed investment/financial decisions since you can better align future cash flows to pay future claims or other liabilities
- Return on Investment Capital and Risk-Based Capital
Use the output of COMPIRICUS Investment Forecaster to calculate important key figures such as the Return on Investment Capital (ROIC) and Risk-Based Capital (RBC)
Don’t hesitate to contact us for a demo or further information.
We are happy to answer your questions. Simply call or write to Alexander Preuss.
Phone: +1 617 273 8045 | Email: email@example.com