The multi-period explosion
Suppliers of asset and liability modelling software are using grid computing to help life companies cope with the increasing burdens put on them by regulators and rating agencies
Life companies are being urged to get a better measure of their balance sheets and risks. Regulators want them to calculate their reserves and capital on a more realistic basis, while rating agencies look askance at companies that do not model and hedge the risks of the guarantees and options they sell in their policies. Meanwhile, the bear market in stocks, falling interest rates and sharper competition has forced companies to realise that they cannot continue managing their portfolios on
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