PFaroe Suite

PFaroe DB​

View valuations and risk analysis on the same screen, including funding levels, assets, liabilities and value-at-risk analysis.

PFaroe DB Features

A snapshot of the pension plan’s funding level and risk attributes – key information for CFOs, CIOs and Treasury Directors.


Funding Levels

Asset / liability summary

Risk summary​

Monitor plan assets and assess the impact of changing market conditions.​

Automatic monthly valuations​

What-if stress testing​

Analysis of portfolio movement​

Analyze plan risk attributes and align the investment portfolio with risk and return objectives.​

VaR attribution and distribution

Analysis of historical market events​

What-if stress testing

Perform powerful forecasting analysis for asset-liability studies. Analyze the impact of highly customizable investment and funding strategies over time.

Powerful forecasting​

Evaluation of the optimal investment portfolio​

Implementation and testing of funding strategies (US plans)​

Model and maintain custom asset classes – from mutual funds, ETFs, custom LDI solutions, completion mandates, hedge funds, and more.

Funds of funds

LDI and completion strategies

Hedge funds

Instantly create client-ready PowerPoint or Excel templates.

Automated client reports

Detailed internal benchmarking

Bulk processing for business efficiencies

Move beyond an isolated view of the liabilities and assets and analyze the combined impacts on hedging, liquidity, and funded status volatility. ​

Curve exposure and duration analysis

Cashflow and liquidity analysis

Reconciliation analysis

What-if stress testing​

Construct an optimally hedged or cashflow-matched investment portfolio.

Hedging and cashflow matching

Evaluation of the risk and return trade-off

Conduct and monitor liability valuations and assess sensitivity to changing market conditions.


Analysis of changes over time

What-if stress testing and deficit contributions

Stay informed on real-time market conditions and a plan’s funded status position, as well as other customizable metrics.

Trigger strategy alerts

Market awareness

Supporting TCFD climate scenarios reporting requirements

Scenario Analysis

Metrics and Targets

Funding strategy

Contact Us

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Understand what makes PFaroe different. Test it for yourself. Contact us to schedule a one-on-one consultation with one of our experts. 

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At the point when clients come first, awards follow

Additional Honors

Risk Market Technology Awards - 2022

Buy-side ALM Product of the year Moody’s Analytics


Risk Market Technology Awards - 2021

Buy-side ALM Product of the year Moody’s Analytics​


InsuranceERM Annual Awards 2021​

Economic Scenario Generator Software of the year


Risk Market Technology Awards - 2020​

Buy-side ALM Product
of the year


InsuranceERM Annual Awards 2020 - Americas

Economic Scenario Generator Software of the year