2025 SOA ImpACT Conference:Session 5C: Advanced Indexing and Hedging Series: Hedge Platform Development-11.04.25 Recording

This is part of a three-part series covering advanced indexing and hedging topics. Effective hedge platforms allow for more creative product design while reducing hedge costs. Many carriers are limited by their reliance on manual processes to calculate and execute hedge programs. This session will be an overview of the major considerations for modernizing and automating a hedge program. The content will include: - What are the advantages of modernizing your hedge program? - What functions can a best-in-class hedge platform provide? (examples below) - Automatically generates trade signals - Offsets exposures and tracks internal trades between portfolios - Tracks hedge gain/loss - Group trades for index allocation with smaller hedge notional - Tracks greeks and can facilitate dynamic hedging - What are the considerations when preparing to begin improving hedge infrastructure? - What software packages are commonly used? - Are there vendors that have solutions ready out of the box? - What systems does the hedge platform need to connect to? - What skills/staffing levels are needed to support an effort like this?