Peer Analytics provides investment risk-skill analytics and consulting to insurance companies, endowments, and pension fund clients.
Equity Risk Models Built for Oversight
Robust assessment of equity manager and portfolio absolute and relative performance. Performance is attributed to Passive Risks — market, sector, and style exposures (betas) — and Active Risks — security selection (more predictive) and market timing (deviation from the normal portfolio, less predictive). More
Dynamic Financial Analysis DFA/ALM
Stochastic scenario modeling integrating the effects of underwriting risk, leverage, and asset risk on surplus, net income and capital requirements. More
DFA 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 state-of-the-art equity risk analysis. Sample