Research Preview

Insurance Investment
Analytics, Reimagined

End-to-end platform for insurance general account asset management — from SEC filing extraction to stochastic projection to real-time portfolio risk.

15
Insurance Firms
$4.8T
Assets Covered
52%
of U.S. L&A Industry
Request a Demo Explore Platform ↓
Scroll
Platform Overview

Three Pillars, One Integrated Stack

A vertically integrated pipeline: understand what you own, project it forward, and manage it in real time.

☷
Filing Analysis

Data Foundation

Structured analysis of SEC 10-K filings for 15 insurance holding companies. Standardized data extraction, cross-company benchmarking, and disclosure quality scoring.

⚙
Projection Engine

Stochastic Modeling

Forward-looking projection of all 15 firms under thousands of economic scenarios with governed actuarial models and independent model validation.

◈
Portfolio Analytics

Real-Time Risk

Live pricing, P&L attribution, stress testing, and credit loss estimation across bonds, derivatives, and structured products.

Capabilities

Built for Every Stakeholder

Purpose-built capabilities for every role in insurance investment management.

Portfolio Dashboard
Morning view with total economic value, market value, credit losses, derivatives exposure, and margin requirements at a glance.
Broad Instrument Coverage
Bonds, structured products, and a full suite of derivatives including interest rate, equity, credit, and FX instruments.
Live Market Data
Vendor-agnostic market data from free public sources with intelligent caching — no Bloomberg terminal required.
P&L Attribution
Decompose returns into carry, roll-down, curve, spread, and residual components for any analysis period.
Interest Rate Risk
Key-rate DV01 ladders across bonds and derivatives combined for precise rate exposure management.
Stress Testing
Predefined and custom stress scenarios — rate shocks, spread widening, curve reshaping, and combined multi-factor stress.
Credit Loss Estimation (CECL)
Lifetime expected credit loss under multiple economic scenarios with rating-sensitive probability of default.
Multi-Factor Stress Testing
Parallel rate shocks, curve steepener/flattener, spread widening, FX shock, and combined stress scenarios.
Counterparty Risk
Credit and debit valuation adjustments with netting benefit for derivative counterparty exposure management.
Margin Estimation
Initial margin estimation across all derivative types for collateral planning and liquidity management.
Stochastic Projections
Thousands of economic scenarios projected over 30 years covering interest rates, equity returns, credit, and inflation.
Governed Model Suite
Mortality, lapse, investment, capital, reserves, hedging, expense, and reinsurance models under full governance.
Multi-Basis Reporting
GAAP (LDTI), Statutory (VM-20 PBR), and IFRS 17 reserve calculations from the same projection run.
Independent Model Validation
Challenger pricing engines that independently validate primary model output, anchored to observed market prices.
Principle-Based Reserving
VM-20 PBR with exclusion tests, deterministic reserve, and stochastic conditional tail expectation.
Model Risk Management
SR 11-7 compliant governance with documented assumptions, data lineage, and audit finding tracking.
Data Provenance
Every model input traced to its source with transparent sourcing coverage across the entire platform.
Risk-Based Capital
NAIC RBC computation with allocated capital by product line and risk category.
Industry Coverage
15 firms representing 52% of U.S. Life & Annuity industry assets with standardized analysis.
SEC EDGAR Integration
Automated filing extraction with multi-year time series for trend analysis and peer comparison.
Cross-Company Benchmarking
Disclosure quality scoring and peer comparison across investment portfolios, derivatives, and entity structures.
Batch Stress Comparison
Side-by-side stress impact analysis across multiple companies simultaneously.
Platform Scale

By the Numbers

Key metrics across the InsightALM platform.

Research Preview — March 2026
0
Insurance Firms Analyzed
$0B
Industry Assets Covered
0%
U.S. L&A Market Share
0
Reporting Bases
Applications

Business Use Cases

Real-world workflows powered by the integrated platform.

Morning Risk Dashboard
Portfolio Manager / CIO
Portfolio Construction
Portfolio Manager / Analyst
CECL Quarterly Estimate
Accounting / CFO
Regulatory Stress Testing
Risk / CRO
VM-20 Reserving
Actuary
LDTI Reserve Projection
Actuary
Model Validation
MRM / Internal Audit
Competitor Analysis
Strategy / Investor Relations
Derivative Book Reconstruction
Risk / Treasury
Board Risk Reporting
CRO
New Product Pricing
Product Development
Reinsurance Evaluation
Reinsurance Team
Comparison

How InsightALM Compares

Purpose-built for insurance vs. generic vendor platforms.

Dimension Traditional Vendors InsightALM
Cost $500K–$5M/year licensing Free data sources, self-hosted
Transparency Black-box models Full source, every assumption traceable
Insurance Focus Generic fixed income or generic actuarial Purpose-built for insurance GA management
Filing Integration Separate research product Filing data flows directly into analytics
Governance Separate GRC tool Built-in SR 11-7 compliance
Projection + Real-Time Usually one or the other Both: stochastic projection + live pricing
Reporting Basis Typically single basis GAAP + Statutory + IFRS 17 simultaneously
Validation “Trust us” Independent challenger + market anchoring
Philosophy

Architecture Principles

The guiding principles behind every design decision.

01
Filing Data Is Ground Truth
Every parameter traces to a disclosed number in public filings.
02
Standalone Pricing
No vendor lock-in. First-principles pricing engines only.
03
Free Market Data
Public sources only. No expensive terminal subscriptions required.
04
Independence Validates
Challenger models disagreeing is a signal, not a bug.
05
Market Anchors Model
Observable market prices are the ultimate source of truth.
06
Contracts Prevent Drift
Versioned schemas at every component boundary.
07
Governance Is Not Optional
Every model documented, audited, and tracked.
08
Micro Validates Macro
Instrument-level checks validate portfolio-level output.
09
Transparency First
No silent fallbacks. Every data source tracked and timestamped.
10
Zero Errors Policy
All tests pass, all builds clean, before every change.

See InsightALM in Action

Request a walkthrough of the platform — filing analysis, stochastic projection, and real-time portfolio risk.

Request a Demo