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Scenario Analysis Toolkit from RiskMetrics Group

Offers advanced tools for conducting stress tests and scenario analyses, allowing insurers to assess the potential impact of market and operational conditions on their portfolios.

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Product analysis by function

Stress Testing and Scenario Analysis Tools for Risk Management

Software that simulates extreme events and market conditions to assess potential impacts on the insurer's financial position and solvency.
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Simulation Capabilities
(2 Yes /2 Known /14 Possible features)

Risk Metric Calculation
(2 Yes /2 Known /13 Possible features)

Regulatory Compliance & Reporting
(0 Yes /0 Known /9 Possible features)

User Experience & Accessibility
(0 Yes /0 Known /9 Possible features)

Data Management
(0 Yes /0 Known /10 Possible features)

Model Risk Management
(0 Yes /0 Known /8 Possible features)

Performance, Scalability & Infrastructure
(0 Yes /0 Known /9 Possible features)

Output and Reporting
(0 Yes /0 Known /8 Possible features)

Security & Access Controls
(0 Yes /0 Known /8 Possible features)

Integration & Interoperability
(0 Yes /0 Known /7 Possible features)

Support, Documentation & Community
(0 Yes /0 Known /8 Possible features)

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Stochastic Modeling Ability to conduct simulations using probabilistic assumptions and random variables.		No information available
Deterministic Stress Testing Capability to impose specified stresses (factor shocks, deterministic scenarios) on models.		Product description explicitly mentions stress-testing capabilities; deterministic shocks are a fundamental component of any stress-test toolkit.
Reverse Stress Testing Identification of scenarios that would cause the business model to fail.		No information available
Custom Scenario Building Facility to build and define customized stress scenarios.		A "scenario analysis" tool necessarily permits users to define their own scenarios in order to run analyses.
Historical Scenario Replay Ability to replicate and analyze historically significant financial shocks.		No information available
Monte Carlo Simulation Support for Monte Carlo techniques to model and quantify tail risks.		No information available
Frequency of Runs Number of simulations the tool can run per unit time.		No information available
Computation Speed Time taken to complete a standard scenario analysis task.		No information available
External Data Integration Ability to import real-world or third-party data for simulation.		No information available
Scenario Library Pre-loaded repository of standard stress and scenario templates.		No information available
Cashflow Projection Capability to generate detailed projected cashflows under simulated events.		No information available
Nested Stochastic Simulation Ability to run stochastic simulations within each main simulation to model path-dependent effects.		No information available
Scenario Parameterization Options to adjust scenario variables dynamically (severity, duration, correlation, etc).		No information available
Event Correlation Modeling Ability to model and apply correlations between simulated events.		No information available

Capital Adequacy Assessment Quantification of capital requirement post-stress/scenario simulations.		No information available
Solvency Ratios Calculation of solvency margins and ratios (e.g., Solvency II SCR, MCR).		No information available
Probability of Ruin Estimation of the probability of default/insolvency under various scenarios.		No information available
Loss Distribution Curve Graphical and tabular display of potential losses and their probabilities.		No information available
Value at Risk (VaR) Calculation of VaR at configurable confidence levels.		No information available
Conditional Tail Expectation (CTE) Computation of expected loss beyond the VaR threshold.		No information available
Impact on Profit and Loss Projection of changes in P&L under stress scenarios.		Marketing language says the toolkit lets insurers "assess the potential impact … on their portfolios," implying P&L impact reporting.
Multi-Period Risk Outputs Capability to project risk outcomes over several future periods.		No information available
Risk Aggregation Consolidation of risk impacts across business lines, regions, or portfolios.		No information available
Scenario Comparison Side-by-side presentation of results from different scenarios.		Scenario tools usually allow comparison of multiple scenarios; described as an "advanced toolkit" for scenario analysis.
Stress Impact Attribution Breakdown of stress impacts by source, driver, or risk category.		No information available
Custom Metric Configuration Support for user-defined risk metrics/outputs.		No information available
Sensitivity Analysis Ability to assess risk metric sensitivity to individual input parameters.		No information available

Regulatory Scenario Templates Pre-built scenarios based on regulatory specifications (e.g., EIOPA, NAIC).		No information available
Automated Regulatory Reports Generation of reports formatted for regulatory submissions.		No information available
Audit Trail Comprehensive logging of model inputs, outputs, changes, and assumptions.		No information available
Model Validation Tools Functionality for validating and documenting scenario and stress test methodologies.		No information available
Version Control Tracking and management of changes to scenarios, parameters, and models.		No information available
GRC Integration Integration with Governance, Risk, and Compliance systems.		No information available
Regulatory Updates Notification Alerting users to changes in regulatory requirements affecting stress testing.		No information available
Submission History Archive Archival of past regulatory submissions and associated data.		No information available
Configurable Disclosure Formats Ability to generate reports in various regulatory-required formats (XBRL, PDF, Excel).		No information available

Web-Based Interface Accessible via standard web browsers without additional installations.		No information available
Customizable Dashboards User-configurable real-time display of key metrics and outputs.		No information available
Role-Based Access Control User permissions and feature access based on roles.		No information available
API Connectivity Ability to interface programmatically with other applications via API.		No information available
Multilingual Support Localization features for multiple languages.		No information available
Mobile Device Compatibility Support for tablets and mobile devices.		No information available
Search and Filter Functionality Ability to quickly locate scenarios, data, or reports.		No information available
User Training Materials Availability of tutorials, help files, and demo data.		No information available
Accessibility Compliance Meets accessibility standards (WCAG, etc) for users with disabilities.		No information available

Bulk Data Import/Export Support for large data file uploads, downloads, and transformation.		No information available
Data Validation Rules Automated checks to ensure accuracy, completeness, and integrity of input data.		No information available
Data Encryption At Rest Protection of stored data with encryption.		No information available
Data Encryption In Transit Security of data as it moves between systems.		No information available
Data Retention Policy Management Configuration of how long different categories of data are kept.		No information available
Third-Party Dataset Integration Easily use market, macroeconomic, catastrophe, and other external data.		No information available
Audit Log for Data Changes Tracking of all changes to scenario data and inputs.		No information available
High-Volume Data Handling Capacity to process and store large-scale data (number of policies, claims, scenarios, etc).		No information available
Automated Data Cleansing Automated routines to identify and resolve data quality issues.		No information available
Scheduled Data Imports Ability to automate data ingestion at set times/frequencies.		No information available

Model Documentation Module Formal documentation for each scenario or stress testing model.		No information available
Model Governance Workflow Structured workflow for model review, approval, and adoption.		No information available
Change Management for Models Tools to track, approve and audit changes to models.		No information available
Model Validation Suite Set of tools for independent validation and verification of results.		No information available
Model Inventory Centralized register of all deployed models and their versioning.		No information available
Assumption Management Functionality to record and track assumptions made within models.		No information available
Sensitivity Testing Controls Specific features for testing the impact of changes in key assumptions.		No information available
Automated Model Performance Testing Automatic testing and reporting of model performance over time.		No information available

Multi-Core Parallel Processing Leverages multiple CPU cores for faster simulation.		No information available
Cloud Deployment Options Deployment and scaling in a cloud environment.		No information available
On-Premises Deployment Option Availability of on-premises installation.		No information available
Horizontal Scalability Ability to improve performance by adding more compute nodes.		No information available
Real-Time Processing Support for near-instant scenario analysis and result generation.		No information available
System Uptime Guaranteed operational continuity of the platform.		No information available
Disaster Recovery Capabilities for system and data recovery in the event of major failures.		No information available
Job Scheduling & Queue Management Automated scheduling and prioritization of simulation jobs.		No information available
Elastic Resource Allocation Dynamically adjust computing resources based on workload.		No information available

Report Customization User-defined layout, content, and branding of reports.		No information available
Interactive Visualizations Dynamic, graphical output (charts, dashboards) for scenario results.		No information available
Scheduled Report Distribution Automated delivery of reports to stakeholders on a timetable.		No information available
Export to Multiple Formats Reports available in widely used formats such as Excel, PDF, HTML, CSV.		No information available
Narrative Commentary Tool Feature for adding commentary and qualitative analysis to reports.		No information available
Drill-Down Capabilities Ability to explore results at multiple levels of granularity.		No information available
Scenario Result Snapshotting Saving point-in-time results for future comparison and audits.		No information available
Time-Series Output Support Export and visualization of scenario impact over time.		No information available

Single Sign-On (SSO) Supports authentication via Single Sign-On protocols (SAML, OAuth, etc).		No information available
Multi-Factor Authentication (MFA) Requirement for multiple authentication factors for login.		No information available
User Activity Monitoring Tracking and reviewing user actions within the system.		No information available
Granular Permission Settings Detailed permissions for users and groups for each module or dataset.		No information available
IP Whitelisting/Blacklisting Restrict system access based on network location/IP.		No information available
Automatic Session Timeout Automatic logout after a period of inactivity.		No information available
Encryption Key Management Secure management of cryptographic keys.		No information available
Security Patch Management Regular application of security updates.		No information available

Core Insurance System Integration Ability to connect with policy, claims, and financial systems.		No information available
Third-Party Data Feeds Automated ingestion of external market, macroeconomic, and catastrophe data.		No information available
Open API Availability of public APIs for programmatic integration.		No information available
Plug-In Architecture Support for customizable add-ons and extensions.		No information available
ETL Tools Integration Compatibility with Extraction, Transformation, Loading tools.		No information available
SFTP/FTP Data Exchange Support for secure file transfer protocols.		No information available
Spreadsheet Integration Import/export of data from Microsoft Excel or Google Sheets.		No information available

24/7 Technical Support Availability of continuous support from vendor.		No information available
Dedicated Account Manager Assigned resource for customer support and relationship management.		No information available
Comprehensive User Documentation Detailed online and offline manuals, guides, and walkthroughs.		No information available
Release Notes and Changelogs Regular updates and explanations of new features or bug fixes.		No information available
User Community Forums Active forum/network for user collaboration and Q&A.		No information available
Training & Certification Programs Vendor-organized training sessions and formal certification.		No information available
Knowledge Base Searchable repository of FAQs, troubleshooting, and best practices.		No information available
Onboarding Assistance Personalized setup and usage support for new customers.		No information available

Scenario Analysis Toolkit from RiskMetrics Group

Product analysis by function

Stress Testing and Scenario Analysis Tools for Risk Management

Simulation Capabilities (2 Yes /2 Known /14 Possible features)

Risk Metric Calculation (2 Yes /2 Known /13 Possible features)

Regulatory Compliance & Reporting (0 Yes /0 Known /9 Possible features)

User Experience & Accessibility (0 Yes /0 Known /9 Possible features)

Data Management (0 Yes /0 Known /10 Possible features)

Model Risk Management (0 Yes /0 Known /8 Possible features)

Performance, Scalability & Infrastructure (0 Yes /0 Known /9 Possible features)

Output and Reporting (0 Yes /0 Known /8 Possible features)

Security & Access Controls (0 Yes /0 Known /8 Possible features)

Integration & Interoperability (0 Yes /0 Known /7 Possible features)

Support, Documentation & Community (0 Yes /0 Known /8 Possible features)