Financial modeling
We develop financial models for assets and liabilities management (ALM). Also programming in different languages (ex. Python).
Our expertise :
Design of financial models
Modeling in multigaap (S1, S2 and IFRS)
SCR, MCR and LCR calculation
Financial prediction
A little reminder of the scope ?
Financial modeling refers to the creation of mathematical and quantitative models to analyze, forecast, and make financial decisions. It is a common practice in many areas of finance, such as investment evaluation, risk management, financial planning, budgeting and forecasting, and business valuation.
Solvency II and ALM models
- Design of cash flow projection models for assets and liabilities (ALM) in different approaches.
- Calculation of regulatory solvency ratios, such as SCR, MCR and LCR according to different methods.
- Valuation of capital and investment rules, as well as portfolio profitability,
- Assistance to the key actuarial function.
Financial prediction and backtesting
- Collecting and analyzing financial data to design financial assumptions.
- Implementation of financial models, such as ARCH / ARCH to predict financial indicators.
- Use and interpretation of results: Once the model is validated, it can be used to make informed financial decisions.
- Backtesting and cross validating the models with historical data.
