BarraOne 3.8 Webinar Series: Modeling Surplus Risk in BarraOne

Please join us for the last webinar in a series covering the latest release of BarraOne 3.8. In this webinar provide an in-depth review of the new Asset Liability Management (ALM) dashboard.

The ALM dashboard allows users to more easily define liability streams, select liability-hedging portfolios, and perform a variety of surplus risk analytics and stress tests. Reports available in the new ALM dashboard include risk factor breakdowns, stress tests, and interest rate sensitivities. Both tables and charts are available as part of the dashboard.

Additionally, the webinar reviews the new inflation-linked liability instrument now available in BarraOne. This new instrument provides significant flexibility in modeling liabilities, including in specifying the discount curve, defining indexation to inflation, supporting multiple inflation indices, and modeling caps & floors.
 
Agenda Topics Include

• Modeling liabilities using inflation-indexing and multiple discount curves
• Using the new ALM dashboard to analyze surplus risk
• A review of the available ALM analytics
• Future ALM developments