How PFaroe’s detailed analytics allow some of the largest UK financial institutions to easily calculate capital in respect of their pension schemes and to evaluate ways to manage or optimise these requirements.
PensionsFirst’s solution PFaroe allows financial institutions to easily stress their pension scheme exposure to calculate and optimise capital requirements.
- Understand pension scheme risk
Calculating capital requirements for pension schemes requires a detailed understanding of how pension scheme deficits will change following severe market shocks.
- Pension obligation risk reporting and stress
Pension scheme capital requirements driven by the FSA mean financial institutions require an increasing amount of information and analysis on their pension schemes that has not been readily available to date.
- PFaroe functionality supporting capital calculations
Monthly VaR analysis, multi-year projections, monthly asset and liability reporting, aggregate multiple pension schemes