What we offer

Matching adjustment optimisation

Our MA optimisation is a portfolio solution for annuities. The features of the tool include:

  • Determining optimal asset allocation that maximises the MA for a given set of constraints including the PRA tests.

  • Optimising capital position by determining hypothecation under stress. A run time of few seconds enables them to run thousands of scenarios.

  • Automating management actions, such as, trading-in and trading-out assets subject to a set of rules to restore compliance with the MA requirements under stress.

  • ALM and hedging constraints, such as matching key rate durations, can also be considered.

Portfolio construction

We help firms optimise their investment portfolios, with an objective to maximise returns or control a risk measure, subject to a range of constraints, including minimum and maximum investable amounts, number of trades and diversification.

Structuring of illiquid assets

We provide solutions for optimal structuring of tranches of illiquid assets, such as equity release, using mathematical methods.

  More about Matching Adjustment, Illiquid Asset Structuring and Asset Liability Matching

One of the challenges insurers face is finding the right approach to optimise matching adjustment portfolios and structuring of illiquid assets. Generally, the approach used by many insurers is a brute force trial and error, which does not scale well with portfolios consisting of thousands of assets.

4most offers a range of solutions to help insurers benefit from reductions in capital using sophisticated mathematical optimisation algorithms.

 Why choose 4most

Years of research

We use sophisticated mathematical techniques which have been development based on years of research.

Speedy and efficient

Our matching adjustment optimisation tool takes only a few seconds to run, so you get answers when you need them.

Trusted and experienced

We have implemented these solutions for FTSE 100 insurers who return time after time.

“4most’s expertise and support has been pivotal in achieving our team’s objectives this year – we were able to reach our goal much quicker.”