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Case Study

Achmea Improves Market Risk Management with ÌìÃÀ´«Ã½ Algorithmics

Achmea goes live with the new architecture of ÌìÃÀ´«Ã½ Algorithmics for Insurance, which improves their market risk management and supports large Monte Carlo simulations. The solution includes the ÌìÃÀ´«Ã½ Algorithmics Portfolio Optimization, a containerized component which Achmea leverages to calibrate a set of replicating portfolios on cloud. A modern risk dashboard, the ÌìÃÀ´«Ã½ Algorithmics Workspace Analyzer, has also been deployed to support Achmea’s market risk analytics for the Partial Internal Model for Solvency II, as well as their standard model and analysis of change reports.