Asset and Liability Management - Liquidity Risk Analysis
Book-oriented analysis (nominal, net present value, fair value, book value, amortized cost) for assets and liabilities including interest sensitivity and liquidity gap analysis.
Stochastic ALM simulation allows forecasting the future based on economic scenarios for external risk factors and business strategies of the insurance company.
More advanced liquidity analysis calculates the liquidity at risk based on Monte Carlo simulations.
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IRIS integrated risk management - Bederstrasse 1 - P.O. Box - CH-8027 Zurich
Phone: +41 (0)44 388 59 59
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