Integrate assets and liabilities
Aquantec Ocean combines investments, market, and model data with customized company-specific models to capture the interaction between assets and liabilities. This enables a joint analysis and projection of assets and liabilities across different time horizons.
Simulate strategies under realistic conditions
Deterministic and stochastic scenarios show how assets, liabilities, income, and balance-sheet metrics evolve under changing market conditions. Dynamic rebalancing and customized investment rules are incorporated directly into the simulation. This enables systematic comparisons of liquidity profiles and long-term risk exposures across different strategic asset allocations and reinvestment decisions.
Identify risks early
Aquantec Ocean shows how interest rates, inflation, and other risk factors affect investments and liabilities. Different strategies and stress scenarios can be analyzed using the same underlying data and models. This provides a sound basis for long-term portfolio decisions, risk management, and regulatory requirements.
Observation point
Model scale
Assets
Liabilities
Funding ratio
Assess long-term portfolio impacts
Aquantec Ocean projects the development of institutional portfolios over extended time horizons. Market and book values, income, risk, liquidity, and other figures are calculated consistently across multiple asset classes.
Model investment strategies under realistic conditions
Individual investment and rebalancing rules can be integrated directly into the simulation. These include purchases and sales, bond rollovers, fund distributions, and rebalancing to defined target allocations. This makes it possible to see how strategic decisions affect the portfolio over the entire simulation horizon.
Compare scenarios systematically
Different market assumptions, stress events, and management strategies can be compared systematically. Aquantec Ocean shows how changes in interest rates, spreads, foreign exchange rates, and inflation affect the long-term structure and performance of a portfolio. Interactions between investments, liquidity, financial results, and accounting figures can also be taken into account.
Foundation for strategic asset allocation
Instead of isolated snapshots, Aquantec Ocean provides transparent and traceable projections of how portfolios evolve over time. This helps identify opportunities, risks, and trade-offs between different courses of action at an early stage.
Observation point
Range
Simulation space
Development paths
Model scale
Analyze risk in detail
Aquantec Ocean analyzes how products, positions, and portfolios respond to changing market conditions. All relevant risk factors can be examined individually and in depth.
Model custom scenarios
Historical, regulatory, and fully customizable scenarios can be applied flexibly. In addition to parallel shifts, scenarios can incorporate curve twists, spread widening, currency appreciation or depreciation, and credit events. This enables detailed scenario analyses tailored to individual risk profiles and potential market disruptions.
Calculate sensitivities efficiently
Complex portfolios can quickly generate hundreds or thousands of risk sensitivities. Aquantec’s proprietary algorithms for algorithmic differentiation enable these calculations to be performed highly efficiently and with a high degree of precision. Sensitivity analyses using risk matrices and detailed views show which asset classes, products, and risk factors have the greatest impact on the portfolio.
Model multivariate distributions for Value-at-Risk (VaR)
From the variance-covariance approach and historical simulation to Monte Carlo simulation, Aquantec Ocean provides the appropriate methodology—including the modeling of complex dependencies and joint extreme events.
Enable informed decision-making
Scenarios, sensitivities, and valuation models all draw on the same underlying data. Calculations and results can be traced down to the individual position level. This provides a robust foundation for risk management, stress testing, VaR analysis, and XVA valuation.
Observation point
Baseline
Parallel shift
Curve twist
Model scale
Spread widening
Integrate regulatory requirements into portfolio management
Aquantec Ocean combines regulatory analysis with an economic, accounting, and strategic view of the portfolio. This makes regulatory requirements an integral part of ongoing risk management and investment management.
Model customized ORSA scenarios
Company-specific stress scenarios can be applied to investments and liabilities, with their impact on key financial and management metrics analyzed transparently. Different risk types and customized stress factors can be combined flexibly and evaluated over multiple years.
Combining economic, accounting, and regulatory perspectives
Aquantec Ocean enables market values, book values, income, liquidity, and risk metrics to be analyzed side by side. This makes the interactions between regulatory capital requirements, accounting developments, and portfolio strategies visible. Scenarios can be traced down to individual positions and risk drivers. Assumptions, models, and results remain transparent and auditable.
Leverage regulatory requirements strategically
Risk analysis, portfolio simulation, and reporting connect regulatory requirements with day-to-day decision-making. ORSA, Solvency II analyses, and customized stress tests provide a foundation for informed strategic decisions and proactive risk management.
Observation point
Model scale
Base contour
Economic view
Accounting view
Regulatory view
Monitor portfolios consistently
Aquantec Ocean brings portfolio, market, valuation, and risk data together in a unified view. Positions, performance, risk, and financial results can be analyzed consistently across different asset classes and organizational units.
From the portfolio overview to the individual position
Flexible analyses provide visibility into the entire investment portfolio as well as sub-portfolios, individual products, and risk drivers. Drill-down capabilities take users from consolidated metrics to the underlying positions, market data, and calculation results. Custom categories, hierarchies, and filters can be tailored to the organization’s specific management and reporting structures.
Connect management and business reporting
Market and book values, income, cash flows, risk metrics, and other relevant data can be tailored to the needs of different audiences. Recurring reports can be generated using predefined templates and automated processes. This ensures that portfolio management, risk management, executive management, and other business functions work from the same underlying data and models.
Reduce manual processes
Data imports, valuations, analyses, and reports can be integrated into automated workflows. This reduces manual effort, improves reproducibility, and lowers operational risk. Results can also be exported flexibly and further processed in established tools such as Microsoft Excel.
Observation point
Model scale
Portfolio overview
Detail view: The same area, resolved down to the individual position – same data, different resolution.
Aquantec Ocean supports institutional investors and financial services providers with demanding portfolio and risk management tasks—from investment controlling, asset-liability management, and ORSA to outsourced analytical processes.
