Pension Management & Forecasting Software

Complete, Flexible Modeling 

Private and Public Sector Pension Plans

• Generalized methods for setting contribution policy
• US and selected additional funding rules
• FAS 87 expense and balance sheet recognition. GAS 5
• Contributory & non-contributory plans

Comprehensive Actuarial Valuation System

• State of the art actuarial valuation methodology
• Individual or grouped census data
• Wide variety of parameterized benefit formulae
• Replicate actuarial valuation results efficiently
• Spend more time doing analysis, not forcing base year match

Deterministic & Stochastic Forecasts

• Twenty year forecast period
• 500 simulation trials
• As many as 25 asset classes & 10 asset mixes in a single run
• Mixed mode forecasts
• Retrieve simulation trials
• Year-by-year control of assumptions
• Access to all calculated variables

True Asset & Liability Integration

• Assets & liabilities simultaneously projected from common economic assumptions
• Asset class returns linked to inflation & interest rate forecasts
• The monte carlo process
• Fully stochastic liabilities