at Financial Technnology Year
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FactSet ALM & Risk from FactSet
Integrated suite for ALM, scenario analysis, interest rate risk, regulatory compliance, and stress testing tailored for investment portfolios, pension funds, and treasury operations.
Product analysis by function
Asset-Liability Management Tools for Pension and Investment Management
Specialized software that analyzes and optimizes the relationship between pension liabilities and investment assets, helping to ensure long-term funding adequacy.
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Data Integration & Aggregation
(13 Yes /13 Known /14 Possible features)
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Multi-source Data Import Supports data extraction from diverse sources (custodians, banks, spreadsheets). |
FactSet ALM & Risk supports multi-source data import from custodians, banks, and spreadsheets as required for comprehensive ALM analysis. | |
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Real-time Data Feeds Ability to ingest data in real-time or near real-time. |
Product supports real-time/near real-time data feeds including market data, as referenced in solution capabilities. | |
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Automated Data Reconciliation Automates matching and verification for data integrity. |
Automated reconciliation between external sources and internal records for accuracy is described in product documentation and solution notes. | |
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Flexible Data Mapping Allows dynamic mapping of external data fields to internal system fields. |
FactSet platform allows for custom data mapping between external data and internal fields. | |
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Historical Data Storage Maintains comprehensive archives for trend analysis and compliance. |
Historical data archives are retained for compliance and trend analysis as part of FactSet’s regulatory and analytics offering. | |
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Custom Data Transformation Supports bespoke transformation or calculation during integration. |
Platform supports custom data calculations during integration per FactSet’s data transformation capabilities. | |
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Scalability Ability to handle increasing data volume without degradation. |
No information available | |
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Error Logging & Notification Proactively notifies users of data integration failures or mismatches. |
FactSet provides error logging and notification for integration failures, evidenced by workflow and compliance documentation. | |
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API Availability Availability of robust RESTful or SOAP APIs for external systems. |
FactSet platform provides RESTful and SOAP API access. | |
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Data Validation Rules Facility to define rules for data consistency and validation. |
Data validation rule engines can be configured for data integrity (as per data governance literature). | |
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Scheduled Data Refresh Automates periodic data downloads and updates. |
Scheduled data refresh/automation supported as part of operational workflows. | |
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Ad-hoc Data Import Tools Tools for quick, on-demand data importing and mapping. |
On-demand data imports via UIs and import tools supported for various file types. | |
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Data Encryption In Transit Ensures all inbound/outbound data is encrypted during transfer. |
Data encryption in transit is standard for enterprise SaaS like FactSet. | |
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Support for Multiple File Formats Handles data in formats like CSV, XML, JSON, and Excel. |
Handles common financial file formats (CSV, XML, XLSX, JSON) for import/export. |
Liability Modeling & Analytics
(12 Yes /12 Known /14 Possible features)
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Actuarial Model Library Supports standard and custom actuarial models (e.g., PUC, Projected Unit Credit, Entry Age Normal). |
Has extensive actuarial model support detailed in ALM tools, including PUC and custom models. | |
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Customizable Assumptions Edit economic (discount rates, inflation) and demographic (salary increases, mortality) assumptions. |
Allows editing economic and demographic modeling assumptions (discount rates, mortality, etc). | |
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Scenario Analysis Evaluate liabilities under multiple future economic environments. |
Scenario analysis across multiple economic environments is highlighted as a core use-case. | |
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Stochastic Simulations Run Monte Carlo or other probability-based simulations. |
Monte Carlo and stochastic simulation support built into risk and scenario toolkits. | |
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Deterministic Forecasting Generates single-path, point-in-time liability projections. |
Can generate single-path point-in-time liability projections as part of deterministic forecasting features. | |
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Funding Ratio Calculation Calculates funding status and tracks changes over time. |
Funding ratio calculation and tracking is a primary feature for ALM. | |
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Sensitivity Analysis Measures impact of small changes to key assumptions. |
Sensitivity analysis/is available for evaluating impact of changes to assumptions. | |
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Valuation Frequency Maximum frequency for recalculating liabilities. |
No information available | |
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Model Calibration Allows calibration of model using historical data. |
Model calibration options available as part of the statistical/risk modeling toolkit. | |
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Stress Testing Models extreme or adverse scenarios for liabilities. |
Stress testing for extreme scenarios is a highlighted core feature. | |
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ALM Balance Sheet Projections Projects integrated asset and liability cashflows. |
Comprehensive ALM allows integrated balance sheet projections. | |
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Data Export Ability to export liability forecasts to 3rd party formats. |
Data export for forecasts and analytics to external formats is supported. | |
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Peer Group Benchmarking Compare liability metrics against peer plans or industry averages. |
No information available | |
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Dynamic Reporting Dashboards Interactive visualization and reporting for liability analytics. |
Offers dynamic, interactive reporting dashboards for scenario and risk analysis. |
Asset Modeling & Management
(13 Yes /13 Known /13 Possible features)
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Asset Class Support Modeling capabilities for all key asset types (equities, fixed income, alternatives, etc.). |
Models all major asset classes including equities, fixed income, and alternatives. | |
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Multi-currency Valuation Tracks and values assets across global currencies. |
Supports valuation and tracking of multi-currency portfolios. | |
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Custom Asset Modeling Supports flexible creation of custom or non-standard asset classes. |
Enables custom asset class modeling for unique portfolio types. | |
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Transaction Capture Supports detailed entry/import of trades and cashflows. |
Trade, transaction, and cash flow capture is an ALM system core capability. | |
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Real-time Market Data Integration Incorporate live prices, yields, and rates from market feeds. |
Integration of real-time financial market data is supported (live prices, rates, yields). | |
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Portfolio Simulation Simulate forecasts or historical scenarios for portfolios. |
Supports portfolio simulation for both forecasts and historical stress scenarios. | |
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Asset-Liability Matching Tools Quantifies how asset cashflows match liability obligations. |
Provides asset-liability matching analytics and quantification tools. | |
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Automated Rebalancing Engines Rules-based or algorithm-driven portfolio rebalancing. |
Automated rebalancing recommendations are included in workflow optimizations. | |
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Performance Attribution Analysis Identifies sources of return and risk in portfolios. |
Performance attribution (return and risk breakdown) is supported across portfolios. | |
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Look-through Reporting Granular breakdown and transparency of pooled or structured products. |
Enables drill-down and look-through reporting on pooled/structured products. | |
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Stress Testing Estimates impacts of adverse asset market movements. |
Stress testing for asset market shocks is part of core risk toolkit. | |
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Custom Benchmarks Construct and track portfolio benchmarks and targets. |
Custom benchmarks can be constructed for evaluation/tracking. | |
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Compliance Monitoring Real-time alerting of portfolio breaches versus investment policy. |
Compliance monitoring/alerts for investment guidelines are built into dashboards. |
Asset-Liability Matching & Optimization
(0 Yes /0 Known /13 Possible features)
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Dedicated Cashflow Matching Tools Quantifies, visualizes, and optimizes asset-liability cashflow matches and gaps. |
. | No information available |
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Immunization Strategies Implements and measures duration/contribution matching portfolios. |
. | No information available |
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Optimization Solvers Linear/nonlinear optimizers for maximizing funding ratios or minimizing risk. |
. | No information available |
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Custom Constraints Optimization engine supports custom client constraints (ESG, illiquidity, allocations). |
. | No information available |
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Dynamic Rebalancing Suggestions Actionable rebalancing recommendations in response to liability and market shifts. |
. | No information available |
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Funding status optimization Tools to optimize for full funding or other solvency metrics. |
. | No information available |
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Hedge Effectiveness Analysis Tracks performance of LDI/liability hedging strategies. |
. | No information available |
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What-if Scenario Modeling Analyze asset-liability impact under user-designed scenarios. |
. | No information available |
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Liquidity Analysis Quantifies asset liquidity versus liability outflows. |
. | No information available |
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Cashflow Coverage Ratio Tracking Ongoing measurement of asset coverage for near-term liabilities. |
. | No information available |
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Multi-Period Optimization Optimization horizon can be set on multiple rebalancing periods. |
. | No information available |
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Constraint Violation Reporting Reports and explains where optimization fails to meet user or regulatory rules. |
. | No information available |
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Custom Objective Function Support Allows users to define their own optimization objectives. |
. | No information available |
Risk Analytics
(0 Yes /0 Known /13 Possible features)
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Interest Rate Risk Modeling Quantifies impact of rate changes on liabilities and asset values. |
. | No information available |
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Longevity Risk Analytics Measures how changes in mortality modify liability projections. |
. | No information available |
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Scenario-based Value at Risk (VaR) Provides VaR estimates at portfolio and total plan level. |
. | No information available |
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Key Rate Duration Analysis Breakdown of liability sensitivity to specific points on the yield curve. |
. | No information available |
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Inflation Risk Modeling Quantifies plan exposure to price and wage inflation. |
. | No information available |
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Concentration Risk Analysis Highlights major exposures within asset portfolios. |
. | No information available |
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Liquidity Risk Quantification Models risks from asset illiquidity and liability timing mismatches. |
. | No information available |
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Currency Risk Analysis Evaluates risk and hedging needs in global portfolios. |
. | No information available |
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Risk Reporting Frequency Maximum frequency for running and reporting risk analytics. |
. | No information available |
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Custom Risk Metric Support Allow definition of new, user-specific risk measures. |
. | No information available |
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Integrated Stress Testing Combines asset and liability stress tests in unified scenarios. |
. | No information available |
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ESG Risk Analytics Ability to analyze risks from environmental, social, and governance factors. |
. | No information available |
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Counterparty Risk Reporting Measures exposures and risks to single or groups of counterparties. |
. | No information available |
Multi-regulation & Reporting
(0 Yes /0 Known /11 Possible features)
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Compliance Templates Built-in templates and workflows for regulatory requirements (IFRS, US GAAP, Solvency II, etc.). |
. | No information available |
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Audit Trail Capture Automated tracking of changes, overrides, and approvals within the system. |
. | No information available |
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Customizable Reporting Engine Design and deploy custom statutory or management reports. |
. | No information available |
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Automated Regulatory Filings Generates compliant files for e-filing to authorities. |
. | No information available |
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Data Retention/Archiving Controls Ability to set retention periods and retrieve archived records. |
. | No information available |
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Multi-jurisdiction Support Simultaneously supports different local and global regimes. |
. | No information available |
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On-demand Report Generation Users can generate ad-hoc reports for regulators or auditors. |
. | No information available |
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Role-based Report Access Report access tailored to user’s job function and permissions. |
. | No information available |
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Automated Alerts for Compliance Deadlines Proactive notification of upcoming filing/reporting deadlines. |
. | No information available |
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Parameterizable Disclosure Formats Adaptation of outputs to distinct regulatory templates. |
. | No information available |
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Integrated Document Repository Stores historical and current submissions for easy retrieval. |
. | No information available |
Scenario Modeling & Forecasting
(0 Yes /0 Known /10 Possible features)
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User-defined Scenario Inputs Allows creation and editing of custom economic, demographic, and market scenarios. |
. | No information available |
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Multi-variable Scenario Support Scenarios can include correlations and interdependencies. |
. | No information available |
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Historical Scenario Replay Re-run actual past market conditions to stress test portfolios. |
. | No information available |
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Regulatory Scenario Support Supports officially prescribed scenarios for local/global regulatory evaluations. |
. | No information available |
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Multiple Simulation Methods Monte Carlo, bootstrapping, and other simulation engines integrated. |
. | No information available |
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Batch Scenario Runs Execute large sets of scenarios in parallel or scheduled batches. |
. | No information available |
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Scenario Visualization Tools Interactive graphs and tables showing scenario impacts. |
. | No information available |
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Scenario Export Options Export scenarios and results to external systems or reports. |
. | No information available |
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Scenario Storage Capacity Maximum number of scenarios stored, retrievable for comparison. |
. | No information available |
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Scenario Comparison Tools Visually compare impacts from multiple user and system-defined scenarios. |
. | No information available |
Performance, Scalability & Security
(0 Yes /0 Known /10 Possible features)
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Concurrent User Support Maximum simultaneous active users supported. |
. | No information available |
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Batch Processing Speed Throughput for bulk or overnight computations. |
. | No information available |
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Disaster Recovery Systems Capabilities for backup, failover, and minimal downtime. |
. | No information available |
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User Role Management Fine-grained access controls by user role and department. |
. | No information available |
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Audit Logging Permanent logs of user/system actions for security and compliance. |
. | No information available |
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Single Sign-On (SSO) SSO integration with enterprise authentication providers. |
. | No information available |
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Data Encryption at Rest All stored data is encrypted and access-controlled. |
. | No information available |
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Application Response Time Mean latency for on-screen actions under standard load. |
. | No information available |
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Modular Deployment Deploy only necessary system modules to fit client scale. |
. | No information available |
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Penetration Testing Certification Regular third-party penetration/security testing performed. |
. | No information available |
User Experience & Workflow Automation
(0 Yes /0 Known /10 Possible features)
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Intuitive User Interface Easy-to-navigate interface with modern UX design principles. |
. | No information available |
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Customizable Dashboards Users can tailor dashboards to their role and workflow. |
. | No information available |
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Role-based Workspace Views Workspaces and home screens customized by user authority. |
. | No information available |
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Task Automation Tools Automate repetitive, rules-driven tasks (e.g., alerts, report generation). |
. | No information available |
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Bulk Edit/Upload Utility Allows users to import, update, and change data en masse. |
. | No information available |
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Guided Workflow Templates In-built best-practice workflows for critical processes. |
. | No information available |
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In-system Notifications Immediate alerts on workflows, completion, errors, or deadlines. |
. | No information available |
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Approval & Review Chains Automated routing of changes and outputs for sign-off. |
. | No information available |
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Help & Documentation Portal Full in-platform searchable help, guides, and API documentation. |
. | No information available |
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System Customization Access User, team, or department can self-serve adjust layouts, terms, and templates. |
. | No information available |
Reporting & Visualization
(0 Yes /0 Known /10 Possible features)
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Dynamic Interactive Charts Supports charting for assets, liabilities, ALM, and risk analytics. |
. | No information available |
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Custom Report Builder Drag-and-drop or coded report design and layout tools. |
. | No information available |
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Scheduled Reports Automate periodic delivery of key reports to distribution lists. |
. | No information available |
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Export to Multiple Formats Output reports in PDF, Excel, CSV, and XML for stakeholders. |
. | No information available |
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Role-based Content Personalization Tailors reports depending on user group (board, treasury, audit, etc.). |
. | No information available |
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Regulatory Disclosure Reports Prepackaged reports mapped to regulatory disclosure formats. |
. | No information available |
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Audit-ready Reporting Output with full traceability and compliance evidence. |
. | No information available |
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Customizable Visual Themes Maintain corporate branding and styles in all outputs. |
. | No information available |
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API-Driven Data Extraction Programmatic data feeds for internal/external BI and analytics tools. |
. | No information available |
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Large Volume Report Handling High-speed and capacity for large/distributed user bases. |
. | No information available |
Integration & Extensibility
(0 Yes /0 Known /10 Possible features)
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Comprehensive API Suite Robust, documented APIs for push and pull to/from third-party systems. |
. | No information available |
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Plug-in/Connector Marketplace Availability of prebuilt connectors to common treasury, accounting, and investment systems. |
. | No information available |
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Custom Integration Toolkit Embedded support for customer-specific ETL (extract, transform, load) and interface development. |
. | No information available |
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Data Feed Scheduler Rules engine for automatic periodic data exchanges with other systems. |
. | No information available |
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Single Sign-on Integration Federated authentication with existing IT infrastructure. |
. | No information available |
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Webhooks Support Trigger automatic push of selected events/data to other systems. |
. | No information available |
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Custom Report API Endpoints Expose custom reporting through REST/SOAP services. |
. | No information available |
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Third-party Authentication Support Integration with OAuth2, SAML and similar standards. |
. | No information available |
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Integration Monitoring & Audit Monitor and log status of every inbound/outbound integration. |
. | No information available |
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Sandbox/Test Environments Full-feature dev/test environments for safe experimentation. |
. | No information available |
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