Announcement

NOVEMBER 2016

Nexus Risk Management announces latest release of ALM software with new user tools



Nexus Risk Management released version 6.0 of the Nexus Risk Platform – ALM Module. This software provides insurance companies with a powerful tool to measure and monitor multiple dimensions of interest rate risk and execute sophisticated ALM strategies. New features include enhancements to the optimization utility and a comprehensive new data export and reporting function that allows users to export data, risk metrics and charts into Excel, create customized reports, develop optimization algorithms and perform additional ALM analysis.

Key features of Nexus Risk Platform – ALM Module v 6.0

  • Testing Impact of Trades on ALM Position
  • Executing Immunization and other ALM Strategies
  • Comprehensive Interest Rate Risk Analysis
  • Customizable Portfolio and Risk Optimization
  • Attribution Analysis
  • Data export to Excel
  • Customizable Reports and Analytics
  • User Defined Scenario Testing
  • Cash Flow Analysis
  • Data Manager
  • Principal Component Analysis
  • Risk Distribution

For further information:

Charles L. Gilbert, President, Nexus Risk Management
charles.gilbert@nexusrisk.com or + 1 416 593 9500

About the Company

Nexus Risk Management creates focused strategies for managing risk to maximize value. We deliver tools, training, expertise and execution to our clients with the clarity needed to achieve their financial objectives. We work closely with insurance companies and pension plans, rating agencies and regulators, leading experts from academia and the investment industry as well as reinsurers and other counterparties. Together with our partners in North America and Asia-Pacific we provide highly specialized risk management products and services to our clients globally. www.nexusrisk.com

Copyright © 2013 Nexus Risk Management. All Rights Reserved.