Strategic Asset Allocation (SAA) and Asset-Liability Management (ALM) modelling platform

Tender description

Pool Re wishes to appoint a suitably qualified and experienced technology provider to supply, implement and support a Strategic Asset Allocation (SAA) and Asset–Liability Management (ALM) modelling platform. Pool Reinsurance Limited and/or any Group Company (as Pool Re Services may require from time to time) in accordance with the terms of the Contract. The solution will be used to support long-term investment strategy, balance sheet risk management and decision-making across a range of economic environments. It must incorporate stochastic simulation techniques, forward-looking stochastic economic scenario generation, an optimisation engine (e.g. MVA), capital market assumptions (CMA’s) and quantitative risk and marginal analysis of investment strategies, consistent with best practice for institutional insurers and reinsurers