Context & Objectives
Our client is a leading insurer.
As part of its diversification strategy, our client wanted support in carrying out the technical due diligence for a FinTech based on robotic asset allocation technologies.
- Analysis of asset allocation models: functional scope of coverage of types of asset classes, underlying instruments, investor risk constraints, test sets, etc.
- Checking the allocations proposed by the asset allocation engine against the model.
- Allocation model error risk analysis
- Verification of functional and operational objectives including their limits.