Performance Attribution and Liability Hedges with BarraOne 3.9

Please join us for a webinar highlighting two key new features in BarraOne 3.9: Performance Attribution Visualization, and expanded Asset Liability Management (ALM) what-if scenarios.

• Performance Attribution Visualization improves how users view, analyze and communicate the complexity of their analyses through graphics. Users can create analytical dashboards and interact with their results at any time. We will demonstrate how these new tools can be used to investigate performance results.   

• New ALM capabilities enable users to create liability hedging scenarios and evaluate their impact on surplus risk and funding ratios. Users can also evaluate how market and longevity shocks will affect these key ratios. We will explore how the ALM dashboard can be used to evaluate the impact of shocks and hedging choices in an ALM framework.

We will also briefly review new derivative instrument pricing models and currency factors added to BarraOne 3.9.