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Peer Analytics provides investment risk-skill analytics and consulting to insurance companies, endowments, and pension fund clients.

 

Equity Risk Models Built for Oversight

Robust assessment of equity manager and portfolio absolute and relative performance. Performance is attributed to Passive Risks — market risk (beta) and sector exposure (the normal portfolio) — and Active Risks — security selection (more predictive) and market timing (deviation from the normal portfolio, less predictive).  Read

 

Dynamic Financial Analysis  DFA/ALM 

Stochastic scenario modeling integrating the effects of underwriting risk, leverage, and asset risk on surplus, net income and capital requirements.   Read

 

DFA Peer Risk Analysis

A time and cost-efficient annual DFA review that assesses both client company and peer company risk postures.  Designed to enhance annual risk communication with board members charged with investment oversight.   Sample Analysis

 

DFA / ALM Models

Cloud-based, user-friendly, transparent, flexible yet robust, models designed to be easily vetted.

 

PeerTrac: Performance Evaluation | Benchmarking

Performance evaluation incorporating insurance company peer universes, equity and fixed-income style universes, and state-of-the-art equity risk analysis.   Sample

 

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