Asset Optimisation
If you’re an insurer, then you’re likely facing the challenge of identifying the right approach to optimise matching adjustment portfolios and structure illiquid assets. To help, we designed a suite to aid insurers in capitalising on reductions in capital requirements through sophisticated mathematical optimisation algorithms.
What we offer
Asset optimisation
Our team provides advice on trades to ensure cashflow matching or cash generation targets are met. This may involve recommending restructuring for non-standard asset classes (such as Equity Release Mortgages) and optimising the holdings of illiquid assets.
Exploring new asset classes
We assess the opportunities and risks associated with investing in emerging asset classes, taking into account evolving regulatory constraints and shifting market sentiment, such as Environmental, Social, and Governance (ESG) considerations.
Matching adjustment optimisation
We offer numerous solutions for determining optimal asset allocation, which maximises the matching adjustment within a set of constraints. Our approach also optimises the capital position by evaluating stress scenarios and has a runtime of just a few seconds.
Portfolio construction
We assist firms in constructing optimal investment portfolios, aiming to maximise returns or control specific risk measures. This is achieved within a framework of various constraints, including minimum and maximum investment amounts, trade limits, and diversification requirements.
Structuring of illiquid assets
We can provide solutions for optimal structuring of tranches of illiquid assets, such as equity release, using advanced mathematical methods.
Technical consultation
We support Chief Investment Officers and in-house investment teams, ensuring that optimisation, risk appetite and internal benchmark objectives are met.
Why choose 4most?
70+ actuaries
With generations of regulatory expertise between them. We understand all the metrics for success within the insurance world.
Trusted 100%
Our track record speaks for itself. In our most recent Client Satisfaction Survey, every single one of our clients recommended us.
Tailored to you
We take the time to understand your unique challenges so that we can deliver bespoke solutions that truly make a difference.
True specialists
There’s experts, and then there’s specialists. We live and breathe risk analytics consulting every day, which means we stay in tune with the latest trends.
Key contacts
Naomi Venables
Sheikh Yasir
“4most’s services have been an essential part of our asset optimisation exercises with further valuable support available in terms of technical consultation.”
Got a question about our Asset Optimisation service?
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