SimCorp Dimension: Investment forecasting trend
🧊 The final part of innovation trends in Risk & Forecasting dedicated modules of SimCorp Dimension (SCD) system, presented during #IUCM2022, is available to your attention below.
👓 Last time we looked at Solvency II regulation solution & related innovations within Dimension (that post could be found on this website)
Today we’ll focus on Investment forecasting SCD solution.
📈 Investment forecasting
The investment forecasting Front-to-Back is a time consuming process, that might involve many specialists in your company. In order to be really ORSA compliant you should be able to forecast your capital requirements in the future or under certain stress test scenarios. However, what does forecasting mean SimCorp Dimension-wise? Not only positions might change under certain stress test scenarios, but also corporate actions might occur in the future. After all, the cash flow scheme (i.e. a basis for market value calculation) changes with a passage of time also. And of course, you as a customer would like to see the impact of all such forecasted changes not in complicated models but preferably within the agreed / standard reports, that your organization generates on a quarterly basis. You might even wish to see the impact of such forecasts on your accounting figures. That’s a reason why Investment Forecasting functionality in Dimension matters.
Delivered: FX shocks in market data forecasts, Alternative Investments cash flows, Default booking date enhancements, Financial transactions simulation/forecast, Possibility to exclude real transactions & market data after forecasting date, data import for What-If analysis
Expected: Solveny capital requirements, BI dashboards, Period closure, VaR and other analytics, Front office integration, Instrument coverage
The new customers are attracted by stable and high performance, which is always connected to the risk profile. Together, performance & risk define your expertise, reliability and attractiveness for your potential customers. That’s why we’ve created a set of posts for you regarding new enhancements as well as expected innovations within the risk measurement domain of SCD.
🔭 Next time we’ll start considering the innovations within Asset Manager module of SimCorp Dimension system.
💡 In the meanwhile, if you have any questions – don’t hesitate to contact Unitso (firstname.lastname@example.org) – we’ll be glad to support you with our Dimension expertise.