Software survey 2010


Algorithmics has added a number of features geared toward Solvency II to its Algo Risk risk management application, including curve fitting for valuing liabilities as an alternative to replicating portfolios, calculations for the Solvency II standard formula, capital fungibility rules for allocating capital among different business units and a capital workflow manager for managing and auditing the Solvency II reporting period. A variable annuity module provides stochastic-on

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