R3S Modeler is the new name for IBM® Algo Financial Modeler® Foundation.

Modeler is a model development environment used by a global client base that allows actuaries to build risk and regulatory models to perform a range of calculations, and is most commonly used for product pricing and design, budgeting, production of management information, statutory valuation, market consistent embedded value valuations, International Financial Reporting Standards (IFRS), asset and liability modeling, economic capital, and Solvency II calculations on a single platform with a common set of code. The advanced design of Modeler specifically addresses the need for more real-world and complex modeling in risk and insurance, helping users to more easily face the challenges of Solvency II and other risk-based regimes.

Modeler features include:

Advanced actuarial modeling capability

  • Modeler offers insurers a robust modeling platform that allows users to produce granular levels of management information across a range of metrics, enabling a deeper more accurate understanding of the business.
  • Enables more effective management of the actuarial control cycle, including: product pricing and design, budgeting, valuation, asset and liability management, solvency, and capital and financial reporting.
  • Supports high speed actuarial modeling — with optimized run speeds for stochastic modeling — without compromising accuracy.
  • Helps meet your fast-close financial reporting and demands for real-time management information. Advanced curve fitting techniques allow you to significantly reduce the number of simulations needed for complex stochastic valuation models.
  • Supports the full spectrum of actuarial modeling requirements for your business, and enables:
    • Statutory valuations
    • Asset liability management and stochastic modeling
    • Financial reporting (EV, MCEV, Solvency II, IFRS, USGAAP)
    • Financial projections
    • Product design and pricing
    • Business and capital planning
    • Economic capital and risk adjusted returns calculations
    • Evaluation of alternative risk management strategies

Supports regulatory compliance

  • Enhances confidence with a secure modeling and production environment that supports compliance across a range of risk-based regulatory and other supervisory regimes, including Solvency II and IFRS.

Scalable modeling and production infrastructure

  • Modeler offers you an end-to-end modeling control infrastructure designed to support complete transparency, audit, workflow and control over the modeling process, while delivering the required security and access control.
  • Offers insurers optimum performance for large-scale processing, including compatibility with grid technology.
  • Provides an advanced production infrastructure that enables complete separation of model development and production.

Critical decision support

  • Constructed with extensive flexibility to enable you to quickly build a holistic view of the value of your business and the risks affecting it.
  • Supports your strategic planning for long-term growth, with enhanced access to consistent, timely and highly accurate risk information.

Helps reduce actuarial costs and optimize ease of use

  • Helps you reduce actuarial costs, with swift implementation and faster processing speeds in day-to-day use.
  • Offers insurers optimum performance for large-scale processing, including compatibility with grid and cloud technology.
  • Optimizes your ease of use, with a sophisticated graphical model builder and pre-built templates of common actuarial calculations that can be customized for your specific requirements, supporting quick deployment.