ALM Insurance

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.