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Access the latest CWAN resources to level up your investment strategies.

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Stealth Risks Insurers Aren’t Pricing In

The stealth risks building inside APAC insurance portfolios are not inevitable. They are the predictable result of growing faster than the infrastructure can support, and they are addressable for firms willing to treat operational capability as a strategic priority rather than an administrative one.

5 min read
Blog
Data-AI-and-the-Operational-Gap
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TSAM London 2026: What Buy-Side Leaders Were Saying About Data, AI, and the Operational Gap

TSAM London returned to the Business Design Centre on April 13-14, bringing together senior buy-side leaders for two days of conversation on the forces reshaping asset management. 

5 min read
Blog
Apr 21 2026
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Launching a Hedge Fund in 2026: The Technology Stack You Actually Need 

Here’s what we’ve learned about what actually matters in year one of launching a hedge fund, and what will matter in years three, five, and ten.

6 min read
Blog
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Evolving equity risk factor models for today’s markets

Discover how the Clearwater GR8 equity risk factor model improves portfolio risk attribution with new factors for crowding, drawdown, and payout. Built for quantamental strategies and institutional asset management.

4 min read
Blog
Apr 13 2026

All resources

Navigating the shift: The rise of insurance investment outsourcing

Present insurers are expected to offer comprehensive investment strategies. Thirty years ago, few managers developed insurer-focused solutions. Today, that expertise has expanded significantly and continues to grow, with trillions of dollars being outsourced to specialist managers. Clearwater’s annual Insurance Investment…

2 min read
Blog
Building multi-agent systems with LangGraph

Introduction to LangGraph In the previous article, we explored the concept of multi-agent systems and how Clearwater Analytics pioneered this approach with CWIC Flow. We also demonstrated how to build a simple multi-agent system without specialized frameworks. Now, let’s explore LangGraph,…

26 min read
Blog
Webinar | Smarter management for rated note feeder funds.

Rated Note Feeder Funds (RNFs) offer insurers a flexible way to access fund exposure through both equity and rated debt.

On-demand webinars
Jun 26 2025
Webinar | Clearwater for Insurers: Modernizing Investment Data

Discover how Clearwater’s leaders use AI and data collaboration to unify fragmented data for institutions.

1 min read
Events
Jul 08 2025
Calibrating the Solvency II risk-based regime to address emerging liquidity and sustainability risks

8 key trends in insurance regulation in EMEA The risk-based regime of Solvency II, which outlines regulatory requirements for insurance firms across Europe and the UK, continues to evolve in response to emerging risks that affect the industry. In a…

5 min read
Blog
Étude 2025 sur la gestion assurantielle

L'étude 2025 sur les tendances de la gestion assurantielle offre une vue d'ensemble du paysage de la gestion des investissements assurantiels.

Reports
Multi-agent systems and CWIC flow: Pioneering AI orchestration

Introduction to multi-agent systems Multi-agent systems represent a paradigm shift in artificial intelligence, moving beyond single-model approaches to orchestrated teams of specialized AI agents working collaboratively. These systems provide several key advantages: Specialization: Each agent can focus on what it…

18 min read
Blog
Future-Proofing the Insurance Target Operating Model

Explore insights from top insurance CIOs on future-proofing operating models in our latest report with Clearwater Analytics.

Reports
Repenser la gestion des données non cotées

Les investissements non cotés vont quadrupler au cours de la prochaine décennie. Comment anticiper cette évolution ? Télécharger le rapport.

13 min read
Reports