About
Financial institutions today are asked to hold themselves to a higher standard: regulators want risk-sensitive, economically grounded models; boards want confidence they can defend; and balance sheets are more complex than the generic tools built to model them. This is the problem this practice addresses.
We provide insurers, pension funds, and financial institutions with access to best-in-class economic scenario generators (ESG) and asset–liability management (ALM) frameworks — calibrated and documented for the realities of each client's market.
Why the rigor matters
A model is only useful if the people relying on it can trust it: your risk committee, your auditors, your regulator. Every scenario generator and ALM engine delivered here is fully transparent, documented, and built to withstand scrutiny, so reviews and audits are straightforward.
That standard comes from nearly two decades spent inside the machinery of enterprise risk modeling: contributing to the development of a Group Internal Model for Market Risk under Solvency II at a large European insurer, designing volatility-harvesting strategies and risk systems for derivatives portfolios at a private bank in Germany, and doing the on-the-ground work of pricing and loss forecasting earlier on at large U.S. insurers. It's also grounded academically: a Ph.D. in Finance and Economics from the University of St. Gallen, research published in the Journal of Finance, and work presented at forums like the Econometric Society and the International Conference on Computational and Financial Econometrics.
What this means for you
Whichever regulatory regime you're navigating — RBC, Solvency II equivalents, IFRS 9/17 — the goal is the same: a model that fits your balance sheet, your market, and your regulator's expectations, built with clear parameters and full documentation.
The work is done directly with clients as a hands-on partner. If that's the kind of relationship you're looking for, the conversation is welcome.
Wale Dare, PhD
Principal, GALM