Asset and liability management (ALM)
The Actuarial & Modeling Services (AMS) team, made up of actuaries, statisticians and engineers specialized in finance and modeling, works with companies providing insurance services (insurance companies, mutual insurers, provident institutions, reinsurers, etc.) and other players in the investment world (banks, asset managers, investment companies, etc.) to support them in their projects and production work in financial modeling, ALM and actuarial science.
Issues
As the cornerstone of tactical and strategic decision-making, forward-looking cash flow modeling and quantitative analysis of ALM indicators have become essential, differentiating management tools for institutional investors.
Our support
For players in the world of insurance, banking and investment, we offer to supervise and contribute to projects and production work, to the automation and analysis of ALM and risk management indicators:
- Duration shortfalls and liquidity
- Financial and non-financial performance and risk indicators
- Allocation under constraints (regulatory, tactical, strategic)
- Modelling interest rate, liquidity and foreign exchange risk
- Basel regulatory indicators and ratios
- Rate impasses and liquidity
- Management of daily and long-term refinancing,
- Flow forecasts
References & Achievements
- ALM Assurantiel: Deployment and monitoring of changes to an ALM & Solvency 2 projection model (e.g. point-liability model, mortality law, interest rate algo, etc.).
- ALM Bancaire: Implementation of an automated dashboard for monitoring asset-liability risks (interest-rate & liquidity impasses).
- ALM Treasury: business projections, calculation of risk monitoring indicators and management of liquidity shortfalls via daily refinancing.
124 Bis Avenue de Villiers – 75017 Paris
Phone: +33 (0)1 42 94 09 48













