Loading FusionStore...
PartnersResourcesSupportDeveloper Portal

SCR Optimizer

Raise Partner

Analytics
Investment Management
Portfolio ex-ante analysis and optimization within Solvency II context
Analytics
Investment Management
Portfolio ex-ante analysis and optimization within Solvency II context

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.

Company Verified

General information

Commercial model
Refer
Integration
Pre-integrated products
Fusion Invest
doneAvailable for all 3rd party systems
Implementation
Cloud Hosted | On Premise
Website
Support
Privacy policy
Data processing countries (1)
Belgium
Show all
Finastra employees only
Access support collateral and more on
SharePoint

How it works

SCR Optimizer computes the Solvency Capital Requirement (SCR) of a fund, according to the European Securities and Markets Authority (ESMA) and European Insurance and Occupational Persons Authority (EIOPA) regulation, also known as Solvency II. The SCR Market and its 6 components are displayed at the level of the portfolio/fund and at the level of each position. With the app, you can analyze the portfolio/fund breakdown by country, by sector and by rating. With SCR Optimizer, you can run several portfolio optimization scenarios and combine them with SCR constraints, business constraints, financial and non-financial constraints such as: minimize SCR with a maximum turnover of 30% of the portfolio and min/max duration range, or minimize turnover with a target of realized return.

Combined optimization

With SCR Optimizer, you can run several portfolio optimization scenarios and combine them with SCR constraints, business constraints, financial and non-financial constraints such as: minimize SCR with a maximum turnover of 30% of the portfolio and min/max duration range or Minimize turnover with a target of realized return.

Detailed results

The optimization results are displayed at the portfolio level, sector level and at position level, in order to identify: the impact of the optimization on the SCR (market and pillars) and the detailed before/after analysis (SCR decomposition, portfolio breakdown, turnover…)

Send back the data

At the end of the optimization process, the proposed orders are sent to Fusion Invest orders book.
How it works

How it looks

Overview

Get a quick look at all the indicators. Show less

Optimization Model

Define the criteria and create a new model. Show less

Composition comparison

Compare your portfolio composition before and after optimization. Show less

Analytics comparison

Compare your portfolio composition before and after optimization. Show less

Final portfolio

Get a global overview and specific details about your new portfolio. Show less
screenshot container
OverviewOptimization ModelComposition comparisonAnalytics comparisonFinal portfolio

Overview

Get a quick look at all the indicators.

Resources

SCR Optimizer
FACTSHEET
Scr Optimizer