Analytics Built for Insurance Investment Portfolios
Scenario-based analysis, forward valuation, and modeling private deals, for asset-liability management integrated with upstream IBOR/ABOR and downstream actuarial platforms.
Full revaluation of every asset at every projection date, under every scenario path.
7,604-position portfolio across a complete structured and private book.
3,500 positions, 1,000 scenario paths, monthly projection dates, 100-year horizon.
Five spread measures per workout, embedded optionality re-evaluated at every timestep.
Everything the re/insurance portfolio needs, driven by a single analytics engine.
Regulatory Scenario Compliance
Projected cash flows, market values, and risk measures for BMA, NAIC VM-22, NY Regulation 7, and other regulatory frameworks. Every fixed income asset is simulated individually across every scenario path, producing the full risk profile including key rate durations at each monthly horizon.
- BMA scenario-based approach (R1–R8 stress scenarios)
- NAIC VM-22 prescribed rate trajectories
- NY Regulation 7 reserve adequacy determination
- Custom economic scenario generator support
- Full revaluation at every horizon point under every scenario path
Asset-Liability Management
Assets run alongside derivative hedges and can be paired against uploaded liability streams with consistency and transparency. Generate analytics for the entire balance sheet ensuring hedge analytics offset asset risk and that the full portfolio key rate profile sufficiently matches liabilities.
- Liability stream modeling against portfolio assets and derivative hedges
- Key rate duration profiles for asset-liability matching
- Direct output to GGY-AXIS, MG-Alfa, Integrate, and Prophet
- Cash flow testing under stochastic scenario paths
- Portfolio-level aggregation across the full balance sheet
Complete Asset Coverage
Millions of instruments covered across the global fixed income market. As insurance portfolios evolve to include structured products, alternatives, and private credit, the platform covers the entire portfolio without carve-outs or approximations.
- Public bonds: Govts, Agencies, Corporates, Munis, Sovereigns
- Structured products: RMBS, CMBS, ABS, CLOs, CMOs with industry-leading structured deal waterfalls
- Private securities: Bonds, Loans, CLO & ABS, MBS & RML, Unfunded Commitments
- Derivatives: IRS, Xccy, Swaptions, Inflation Swaps, FX Forwards
- Alternatives: PE, Real Estate, Hedge Funds, FHLB
Private Security Modeling
Model instruments not covered by the Security Master Database using the Private Deal Author. Once authored, a private security runs through the same valuation engine, scenario projections, and generates the same outputs as any public instrument.
- Private bonds, loans, and structured deals
- Same valuation engine and scenario projections as public instruments
- Prepriced data model ZIP files can be uploaded directly
- Organization-level permissions for private securities
- On-demand analytics for any calculation, any portfolio size
Investment Data Warehouse
Consolidate disparate sources of investment data into a unified analytics database. Bitemporal architecture lets you reconstruct your portfolio exactly as-is or as-was on any date, directly supporting NAIC Model Audit, Appointed Actuary opinion requirements, and ORSA historical scenario reconstruction.
- Real-time pipeline ingestion: data available within seconds of arrival
- Bitemporal architecture for as-is and as-was portfolio reconstruction
- Open and closed period reporting with full audit trail
- Data lineage queryable live from the metadata database
- Integrations with Clearwater, BlackRock, Bloomberg, and J.P. Morgan
Model Transparency & Developer Access
Quantitative analyst and actuarial teams have direct access to all deal terms, structures, and low-level financial library functions through collaborative JupyterHub environments and the Python SDK.
- JupyterHub environments with direct FinX Library access
- Call individual subroutines and control data inputs
- Replicate production analytics with alternative assumptions
- REST API for programmatic access to all analytics
- Customized Excel and PDF portfolio reports
FinX expanded our modeling capabilities across asset classes we couldn't previously run in a single workflow. The platform speed is transformative. The team brings deep expertise and responds when we need them.
Real-world impact
Days to hours
A leading global insurer reduced calculation times from days to under two hours, expanded asset class coverage across the full range of public and private instruments, and gave their teams the ability to run any calculation workflow on demand.
Eliminated manual reconciliation
A major insurance company eliminated week-long manual spreadsheet reconciliation by automating ingestion across five unified databases with auditable cross-vendor lineage and continuous data validation.
See how FinX transforms insurance analytics
Request a demo to see regulatory scenario runs, actuarial platform outputs, and portfolio analytics for your investment portfolio.