DFA Peer Risk Analysis

DFA Peer Risk models the client company as well as each individual peer company to assess both absolute and relative risk postures.

DFA Peer Risk analysis merges two distinct investment oversight perspectives – historical and prospective  – into a single analysis that both reviews historical investment / operating results relative to peer companies and compares your company’s current investment risk, liability risk, leverage as well as surplus and net income risks with those of your peer companies.

The analysis uses DFA modeling with a consistent approach across peer companies to defining asset and liability assumptions.

  • A time and cost efficient annual DFA Risk Review of your company and your peers.
  • Assess not only your company’s various risk exposures, but the risk positions of all your peers / competitors as well.
  • Consistent approach across companies to liability assumptions based on each company’s historical experience.
  • Easily alter any underlying assumption and review the impact of changes.
  • Review results under multiple sets of capital market assumptions.
  • Enhance risk discussions with the investment committee.

Exhibits

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