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Strategic Asset Allocation
Strategic Asset Allocation:
A Comprehensive Approach
Investment Optimizer
Product Sheet
FIRM® Portfolio Analyzer provides powerful investment risk modeling capabilities with or without importing projected liability cash flows and reserves from other risk modeling systems. FIRM® combines our GEMS® Economic Scenario Generator with the most comprehensive investment risk module on the market, along with sophisticated management decision rules engines. Investment risk analysis can be performed on an aggregate asset class or individual security basis. Liability cash flows and reserves from other systems can be imported for full asset-liability modeling, so that FIRM® becomes an integral component of your risk management framework for economic capital modeling and stress testing. Working in conjunction with the Investment Optimizer module, FIRM® helps institutional investors explore the risk and reward tradeoffs associated with asset allocation alternatives by using a stochastic testing process, allowing them to adjust their portfolio strategy with a goal of increasing investment performance and/or reducing portfolio risk within the bounds of a clearly defined risk appetite.
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FIRM®
Product Sheet