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.
Dynamic Financial Analysis/Asset Liability Modeling
Stochastic 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 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, 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