Risk advisory

Effixis SST

The Swiss Solvency Test (SST) is used to assess the capitalisation of an insurance company. Insurance companies are required to submit an SST report to FINMA for review at least once a year.

We help investment managers bring their analytics ideas to life

In today’s market environment, speed and agility in investment decisions are a must. At the same time, increased regulatory requirements, abundance of market events and signals as well as heavy investment management processes make it difficult to react quickly.

Through our expertise and proprietary technology Cleo, we endow investment managers with simple, intuitive and customized technology and analytics that support prompt and high-quality decision making.

Enhance and speed up your investments through Cleo – our proprietary technology for investment, risk & regulatory analytics

Intuitive

Get your answers in seconds. No need for specialist knowledge to get going.

Performant

Cleo analyses and reprices every instrument in your balance sheet accurately and instantaneously.

Plug & Play

Analytics that come on top of your data infrastructure and works with your existing models, tools and use cases.

Customizable

Answer any investment, risk & regulation analytics question with customized dashboards and APIs.

Fast Implementation

Cleo’s modern technology allows to implement solutions with unparalleled rapidity.

Partner

Because you need to stay up to speed, we are committed to bring the latest innovation to the table and support you through your journey.

Investment Perspective

Our mission is to enhance investment professionals and to remove their constraints, we take investments as the priority.

Would you like to take advantage of all this?

These are all advantages that you can enjoy thanks to our solutions - services

Applications

Investment Analytics

Investment decision-supporting tools tailored to institution’s strategic, risk, and regulatory constraints.

Cleo’s powerful core engine allows to perform analytics on institutions’ full balance sheet on an instrument per instrument level allowing to monitor and hedge residual exposures.

Applications for enhanced investment management include:

Investment manager’s custom favorite market indicators and analytics in one place.
Trade recommendations and portfolio selection incorporating strategic, macroeconomic, risk, and regulatory constraints.
Simulations and forecasts based on AI models.
Dynamic hedging strategies incorporating institutions’ whole balance sheet.

Risk and Stress Testing

Through its performant core engine, Cleo allows to reprice every single instrument on a balance sheet with speed and accuracy and under any shock in the economic environment.

Due to its ease of use and intuitiveness, users can start defining their own stress tests in matter of seconds on any chosen level of granularity. Cleo’s versatile nature makes it easy to integrate with existing simulation and risk engines.
Cleo allows to understand the exact impact of changes in yields, spreads, implied volatility and all potential variables on each instrument of a portfolio, including for complex derivatives.

Applications of the repricing engine include:
Portfolio selection.
Hedging and exposure overview.
Regulatory stress testing.
Risk management and key risk KPIs.

Regulatory analytics

New regulatory requirements are slowing down the ability of financial institutions to manage their investments.

Thanks to its customizable nature and performant core engine, Cleo has allowed financial institutions to regain investment agility by providing the analytics they need to make quick investment decisions.

Some previous applications include:

Real-time monitoring of regulatory requirements.
Quick regulatory impact assessment for alternative allocations.
Capital optimization and regulatory capital risk management.
Incorporation of regulatory and capital constraints into active investment strategies.

Reporting and visualization

Senior management & board

Automatic reporting and visualization of key regulatory, risk, and investment KPIs. Leaders have an overview while investment professionals can focus on managing investments.

Investment managers

Information is synthetized into one place to inform and guide complex investment decision-making and quickly answer any question.

Risk professionals

Customized dashboards for risk monitoring and regulatory overview.

Clients

Dashboards and online interfaces, presentation of complex investment and risk analytics in simple and intuitive manners to improve customer satisfaction.

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How can you take advantage of our solution ?

Understand your exposures and hedge yourself.
Stress-test your business for adverse scenarios.
Portfolio selection under potential market & economic outcomes.

Understand your exposures and hedge yourself.
Supporting tools for active management.
Easy portfolio stress testing under adverse market outcomes.

Compliance management systems.
Exact PnL under economic & market scenarios, even for complex derivatives.
Automated quantitative strategies.

Regulatory capital optimization.
Automated regulatory reporting, real-time risk & regulatory monitoring. Including SII and SST.
Intuitive dashboards for internal stakeholders.

Regulatory capital optimization.
Automated regulatory reporting, real-time risk & regulatory monitoring. Including for Basel requirements, FRTB & EBA stress tests.
Intuitive dashboards for internal stakeholders.

Easy portfolio stress testing under adverse market outcomes.
Portfolio selection & monitoring under potential market & economic outcomes.
Asset and Liability Management (ALM).

Automated regulatory reporting, real-time risk & regulatory monitoring.
Intuitive and appealing online dashboards for client reporting.
Easy portfolio stress testing under adverse market outcomes.

Automated regulatory reporting, real-time risk & regulatory monitoring.
Intuitive and appealing online dashboards for client reporting.
Easy portfolio stress testing under adverse market outcomes.

Intuitive and appealing online dashboards for client reporting.
Advanced macro strategies and portfolio optimization.
Easy portfolio stress testing under adverse market outcomes.

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Risk Advisory