Risk for Insurance: Risk, Regulatory Shocks, and Attribution on One Platform

Run risk and performance on the same trusted data behind your accounting and reporting.

Clearwater brings best-in-class risk and performance into the same platform your investment data already lives on. Join us on July 23 at 1:00 p.m. ET to see risk decomposition, regulatory shocks, attribution, and ad-hoc analysis run on a single source of trusted data.

Risk and performance analytics have historically meant separate systems, stale data, and answers that arrive too late to act on.

Clearwater runs sophisticated risk and attribution directly on your investment record, so the numbers you analyze are the same ones you account and report on.

Join to see a live demo of risk and performance, including:

• General overview of the risk and performance capabilities, including risk decomposition, shock analysis, NAIC regulatory views, and attribution.
• Regulatory reporting and shocks, showing how to model interest rate and market shocks and tie them to the regulatory views insurers report on.
• Attribution in a manager environment, with both Brinson-style and factor-based attribution across portfolios and managers.
• Ad-hoc what-if analysis, so you can test scenarios and answer portfolio questions on demand instead of waiting on a batch run.

You’ll leave knowing:

• How risk, shock, and attribution analytics run on the same data you already trust in Clearwater
• How to model regulatory shocks and report on the results
• How attribution works across a multi-manager portfolio
• How to run ad-hoc what-if scenarios without standing up a separate system