SCR Optimizer
Portfolio ex-ante analysis and optimization within Solvency II context
About this app
SCR Optimizer allows users to define, compare and apply optimization strategies on insurance portfolios in a Solvency II regulatory context, allowing portfolio managers to control the Solvency Capital Requirement (SCR) of their portfolios.
A portfolio manager needs to solve the strategic trade-off between investments and capital requirement, within SCR regulation. As those regulations keep evolving, there is a need for solution that is open, configurable and capable to handle high volumes of data processing: an upgradeable solution which will deal with Solvency II context, business rules, market risk and actuarial constraints.
20 years of expertise
For the business, the app is based on a 20-year market proven expertise in portfolio optimization, combining risk and regulatory constraints. The risk engine behind (Smart Risk APIs) has been deployed in major banks and institutional investors.
Easy to integrate
The app is based on Product & Open APIs technology (Restful), which makes it easy to integrate in Fusion Invest thanks to our modular approach. Indeed, Smart Risk APIs is available through different modules, easy to integrate, to bring focus and value where the client's needs are strong.
Enhanced user experience
For the end client, the user experience is simplified in one single tool with simple UX, even if it’s manipulating complex calculations and rules. Before/After analysis is a strong decision-aid tool.
Building blocks
Benchmarks
Browse or update benchmark compositions with lists of instruments and instrument weightings
Analytics
Retrieve computed analytics for financial products and different scenario results
Funds
Get a list of available funds and fund descriptions, in addition to fund subscriptions and redemptions
