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PFaroe Suite

PFaroe Suite

PFaroe Insurance

PFaroe Insurance enables investment managers to deliver impressive and engaging pitches based on analysis of an insurer’s current investment portfolio, financial objectives and risk profile.

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PFaroe Insurance Features

Strategy Comparison

Base investment decisions on a holistic view of balance sheet risks

  • Compare risk and return across wide range of different investment strategies or asset allocations
  • Upload strategies by file, or create your own through the user interface
  • Wide range of available metrics: economic, accounting, capital, liquidity
  • Compare strategies across different valuation bases: economic, statutory, GAAP
  • Scripting capability allows output of custom metrics
  • Analysis based on Moody’s Analytics stochastic economic scenario model
Projections

Balance Sheet Projection

  • Multi-period projection of assets and liabilities using Moody’s economic scenario modelling framework
  • Stochastic scenarios support multi-period projection and risk analysis
  • Asset and liability cashflows are modelled, allowing detailed analysis of liquidity
  • Projection on different bases: economic, statutory accounting
  • Capital model configurable to most capital regimes
  • Flexible strategy management, re-investment and rebalancing options, realistic multi-period projection of portfolios and balance sheet risks
Assets

Custom asset modelling

  • Embed custom assets, funds
  • Include alternative private market assets, both debt and equity
  • Leverage Moody’s Analytics documented economic and capital market assumptions, or embed your own
  • Flexible strategy management, rebalancing assumptions
Risk

VaR attribution

  • Generate value at risk (VaR) and attribute by macroeconomic risk factor (interest rates, inflation, equity, etc.)​
  • Drill into individual risk factors and view the full distribution and summary statistics
  • Underpin the forecast with Moody’s Analytics powerful economic scenario model or input your own

Balance sheet stress testing

  • Calculate the balance sheet risk and return trade-offs by testing different investment strategies with custom assets and mandates
Analysis

What If Analysis

  • Understand impact of changes to investment strategy, across wide range of insurance risk metrics
  • Analysis of risk exposures: yield curve, inflation, credit
  • Upload strategies by file, or create your own through the user interface
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Awards

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

Winner

Risk Market Technology Awards - 2021

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

Winner

InsuranceERM Annual Awards 2021​

Economic Scenario Generator Software of the year​

Winner

Risk Market Technology Awards - 2020​

Buy-side ALM Product
of the year

Winner

InsuranceERM Annual Awards 2020 - Americas

Economic Scenario Generator Software of the year​

Winner