RiskFirst
Risk analytics and ALM platform for pension plans, asset managers, insurers, and wealth providers
Overview
PFaroe, a Moody's Analytics solution, provides risk analytics and asset-liability management (ALM) solutions across multiple financial services segments. The platform suite includes PFaroe DB for pension risk management, covering valuations, funding level monitoring, scenario testing, and ALM. PFaroe Portfolio Management offers portfolio analytics and ex-ante/ex-post risk analysis, including historical and Monte-Carlo risk analytics. PFaroe E&F provides investment risk and simulation analytics for endowment and foundation portfolios, while PFaroe Insurance aligns investment strategies with insurer liabilities and risk frameworks. PFaroe Wealth supports retail funds and DC fund regulatory assessments with portfolio risk and simulation analytics.
The platform serves asset owners, asset managers, consultants, and insurers with tools for portfolio risk analysis, simulation modeling, reporting, and decision-making aligned to investment objectives. PFaroe DB is used to model over 4,000 pension plans, representing more than $1.9 trillion in assets, primarily in the US and UK. The PFaroe DB solution has received recognition as Buy-side ALM Product of the Year multiple times, including for four consecutive years through 2021.
Key Features
- + Pension valuations and funding level monitoring with scenario testing
- + Portfolio analytics with ex-ante and ex-post risk measurement
- + Asset-liability management and simulation modeling
- + Investment risk analytics for endowments and foundations with spending policy analysis
- + Regulatory compliance assessments for retail and DC funds
- + Interactive client reporting and on-demand portfolio analysis