Building Prophet ALM Models

Using Prophet’s ALS library, our experienced Prophet team can help you implement your Market-Consistent Embedded Value model(s) (MCEV) or upgrade your existing embedded value model(s) to take into account the latest MCEV or Solvency II principles. The ALS library is currently used to produce MCEVs and Economic Capital and allows you to quickly investigate different investment strategies and the effects of management decisions and profit sharing rules on future profitability. 

As well as supporting the liabilities, the ALS library supports all the main asset types and the release of the Advanced Asset Module will allow companies to model more complex assets. Using FIS library and system expertise will ensure that you build optimal models which run efficiently.

Building Prophet ALM Models datasheet