SimCorp IUCM 2022 presentations

🧊 What a great SimCorp IUCM event it was! Thank you all for participating in such a wonderful venue and celebration of SimCorp Dimension development story. It was a pleasure to see you all there, especially after recent years of lockdowns and challenges that humanity is going through.

🔋 I personally enjoyed a lot a presentation about bringing ESG investing into your core operating processes, presented by Carl Balslev Clausen and Charlotte Jensen, who provided not only the insights into ESG model itself, but also pointed to the challenges that the customers should be aware of in case of implementation. It was exciting to see that ESG measurements developed significantly further from just ESG ratings so that even ESG factors might be considered as a part of portfolio performance measurement.

🚦 A brilliant presentation from Else Braathen about Risk and forecasting solutions emphasized on key aspects regarding what it actually means to be ORSA (Own Risk and Solvency Assessment) compliant. At the heart of ORSA is the forward-looking solvency assessment, what means you’d have to project the future position, including the projected economic and regulatory capital. That’s why, SimCorp Dimension proposes solution like Strategy Manager, which is capable to forecast your positions from different perspectives, providing the required ORSA outcome.

🔬 Fixed Income Performance Attribution (FIPA) presentation from Jesper Stenvang and Kevin Ludvigsen got the interest of the audience pretty much. When portfolio generates the returns – it is important to understand its contributors & nature. What does really generate such return (yield curves moves, credit risk, market volatility, timing, investment allocation/selection factors, etc.)? Such information is important to demonstrate a persistent success in portfolio management as well as it is a powerful source of learning, analysis and calibration of investment decision making strategy.

💱 The OTC Derivatives presentation from Adam Blanshard and Ulrik Strandgaard had an impressive amount of details regarding innovations in that area. As due to LIBOR reform the rates in GBP, CHF, JPY, EUR, USD are expected to cease eventually – International Swaps and Derivatives Association provided the fallback rates (to replace the ceased LIBOR rates), which are also planned to be supported by Dimension for OIS swaps. Besides, as inflation arises – the interest to inflation-linked instruments increases accordingly.

🔮 Integration of forecasting into financial reporting, presented by Niels Jacobsen, spotlighted a great innovation in possibilities to forecast even the accounting figures, based on simulated finance transactions. Every organization is obliges to go through a challenging and huge forecasting processes like forecasts of Cash Flows, balance sheet & P/L, ORSA, strategy simulation, etc. It all becomes possible with SimCorp Dimension.