SS&C Technologies Holdings Inc., a software and services provider, has launched CAMRA I-Risk for insurance companies to address emerging solvency standards by combining CAMRA’s financial reporting capabilities with a position-based stochastic simulation model.

SS&C says that, using data directly from the CAMRA platform, I-Risk seamlessly delivers comprehensive risk calculations that address insurance company enterprise risk management (ERM), Solvency II for international insurers, as well as the ongoing U.S. Solvency Modernization Initiative (SMI). Risk measures include value at risk, sensitivity and stress testing, effective duration and convexity, key rate duration, projected investment income, cash flow and fair market values.

CAMRA I-Risk provides asset coverage across all asset classes and geographies, says SS&C. It is designed as an active risk-management tool, with all measures customizable and available at any level of aggregation or drill down, such as total portfolio, asset type, industry segment and rating class—and down to the individual holding level.

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