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Peer Analytics provides investment risk-skill analytics and consulting to insurance companies, endowments, and pension fund clients.

Equity Risk Models Built for Oversight

Common performance analytics based on Brinson attributions and returns-based-style analysis – including FactSet, Novus, Caissa, and Morningstar — fail to predict future performance.

Analytics that are not predictive are not valid and decisions based on invalid data are dangerous.

We offer an alternative: robust risk and skill estimates, from statistical factor models, that are strong predictors of future performance.

Users should only trust risk models and performance analytics that they can test out-of-sample themselves, as with replicating portfolio tests.  More    Sample

 

Dynamic Financial Analysis/Asset Liability Modeling  

Stochastic asset-liability scenario modeling integrating the effects of underwriting risk, leverage, and asset risk on surplus, net income and capital requirements.   More

 

DFA/ALM Peer Risk Analysis

A time and cost-efficient annual DFA review that assesses both client company and peer company surplus and net income risk postures.  Designed to enhance annual risk communication with board members charged with investment oversight. Sample

 

DFA / ALM Models

Cloud-based, user-friendly, transparent, flexible yet robust, stochastic asset-liability models designed to be easily vetted.

 

PeerTrac: Performance Evaluation | Benchmarking

Performance evaluation incorporating insurance company peer universes, equity and fixed-income style universes, and equity portfolio risk analysis.   Sample

 

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