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Redefining Risk Management

Building from the same risk management techniques insurance companies use for managing risk associated with segregated funds and variable annuities, Nexus Risk Management provides innovative solutions to manage risk and deliver better hedge performance.

Historically, insurers have managed risks associated with variable annuities and segregated fund guarantees using dynamic hedging strategies in which the hedge portfolio backs the general account liabilities of the insurer. The risk charges required for these products are significantly higher than the expected cost of the guarantees and any gains from the hedge portfolio do not flow through to the policyholder's fund value. The focus of the hedging program is typically the change in the value of the guarantee. By designing overlay strategies for the underlying funds and incorporating structured hedges into the dynamic hedging program we are able to deliver superior hedge performance for a desired risk profile.

01. Jim Gilligan joins Nexus Risk Management
Jim Gilligan, past President and CEO of Blue Cross Life Insurance Company has joined Nexus Risk Management as vice president of business development and strategic planning. Learn more

02. Nexus Risk Platform
Nexus Risk Management released version 7.0 of the Nexus Risk Platform – ALM Module. Learn more

03. CI Investments launches unique and        innovative retirement solution:
G5|20 Series provides guaranteed 5% cash flows for 20 years. Learn more


Dynamic Hedging Products and Services

Nexus Risk Management helps clients develop best practices dynamic hedging capabilities. We believe that companies that are serious about offering products with equity-based insurance guarantees should have the in-house expertise to manage this business.

To help insurers develop the requisite expertise and execute their own dynamic hedging programs, we provide a full suite of customized dynamic hedging tools and applications, expert advice and in-house training.

Customized Software

Nexus Risk Management delivers software applications for companies based on their unique needs and specifications. We will provide you with software tools that are customized to your liabilities and seamlessly integrated with your existing systems. After the tools are built and thoroughly tested, you will own the software along with the source code and user documentation.

Expert Advice

Clients can benefit from our experience and expertise in the following areas:
  • Product design risk review
  • Risk-return quantification
  • Formulating and evaluating of risk management strategies
  • Implementation of a trading and monitoring process

Asset Management Within Risk Framework.

Nexus Risk Management develops and delivers portfolio risk management and asset management solutions for both insurance companies and pension plans, across a range of financial objectives, risk tolerances and investment constraints. Learn more...

Key Benefits:

  • Focus on Financial Objectives
  • Manage Against Actual Liability Cash Flows
  • Sophisticated ALM Strategies Integrated With ERM
  • Add Significant Value Through Risk Optimization

CI Institutional Asset Management.

CI Institutional Asset Management CIIAM) offers risk management capabilities through liability driven investment solutions in partnership with Nexus Risk Management. CIIAM is a division of CI investments Inc., one of Canada's largest and most respected money managers, with over $80B in assets under administration. Learn more...

Key Benefits:

  • Significant Alpha Provider
  • Superior Credit Quality Assessment Capabilities
  • One of Canada's Largest Most Respected Money Managers
  • Strong Trade Execution

Liability Driven Investing.

CI Institutional Asset Management and Nexus Risk Management provide fully customized asset management services through a strategic alliance. We work closely with pension consultants and investment advisors to manage assets against projected liability cash flows within a Liability-Driven Investment framework. Learn more...

Key Benefits:

  • Customized Asset Management
  • Transition Strategies for LDI Remove Market Timing Decision
  • Sophisticated De-Risking Strategies
  • Eliminate Uncompensated Risk For Given Asset Mix

Risk Optimization.

Traditional portfolio optimization techniques do not necessarily add value and may not be consistent with the financial objectives and risk tolerances of the company or pension fund. Nexus Risk Management has developed proprietary optimization algorithms that can help companies simultaneously maximize value and minimize risk. Learn more...

Key Benefits:

  • Maximize Return While Minimizing Risk
  • Proprietary Optimization Algorithms
  • Optimize Asset Mix, Credit Spreads and Term Structure

Nexus Risk Platform.

Nexus Risk Platform is a flexible software platform comprised of a suite of modules and utilities to manage asset and liability risks and enable risk management to be executed as a strategic-decision making framework. Learn more...

Key Benefits:

  • Risk Aggregation
  • Test Trade Impact Across Multiple Dimensions of Risk
  • Process Automation and Control Requiring Less Resources
  • Portfolio Optimization
  • Real Time Monitoring
  • Sophisticated Risk Reporting and ALM Attribution Analysis

Data Manager.

Nexus Risk Platform is fully automated to allow seamless integration with our clients' existing systems. Nexus Risk Platform combines the security of a .NET platform, the transparency of Excel and the power of a SQL-Server database. Learn more...

ALM Module.

Nexus Risk Platform ALM Module is a powerful tool for managing the risk associated with assets and liabilities. The ALM module allows users to measure and monitor multiple dimensions of interest rate risk and execute sophisticated ALM strategies. Learn more...

Optimization Utility.

The Optimization Utility allows companies to run user defined optimization algorithms to maximize their objectives subject to their risk tolerances and constraints. Learn more...

Enterprise Risk Management.

Nexus Risk Management provides a wide variety of assistance to financial and non-financial companies that enable them to implement ERM as a strategic decision making framework to run the business and seizing business opportunities while making effective risk-based decisions so companies can get where they want to go and avoid pitfalls and surprises. Learn more...

Key Benefits:

  • Best Practice ERM Framework and Risk Appetite Statement
  • Process For Identifying and Evaluating Risk Opportunities
  • Strategic Decision Making Framework to Run Business
  • Reassure Stakeholders Risk is Well Managed

Asset Liability Management.

Nexus Risk Management works with a number of insurance and reinsurance companies globally to implement best practice ALM, ERM and LDI frameworks, formulate effective ALM strategies and execute asset management within an ALM framework. Learn more...

Key Benefits:

  • Increase Bottom Line While Reducing Interest Rate Risk
  • Manage Across Multiple Dimensions of Risk
  • ALM Strategies to Achieve Financial Objectives
  • Performance Measurement and ALM Attribution Analysis
  • Exploit Shape of Yield Curve to Add Significant Value

Dynamic Hedging.

Nexus Chicago will help any client open the CFTC and SEC regulated accounts necessary for using exchange instruments, will help negotiate clearing and brokerage fees commensurate with other market participants, and will manage all the day to day operations associated with trading “live” exchange instruments including order entry, order management, portfolio management, trade checking, margin maintenance, position limit reporting, collateral selection and sweep cash management. Learn more...

Key Benefits:

  • Cost Effective Execution
  • Analysis of Risk Distribution for Each Hedging Strategy
  • Implementation of Full Dynamic Hedging Program
  • Custom Build of Dynamic Hedging Software

Investment Strategy.

Nexus Risk Management offers investment strategy services for insurance companies and pension plans within a principled risk framework to ensure that the risks assumed in their investment portfolios are well understood, consistent with their risk appetite, properly rewarded, quantified and appropriately diversified. Learn more...

Key Benefits:

  • Best Practices Investment Policy
  • Investment Strategy For Capital And Surplus
  • Strategic Asset Allocation Using Optimization Techniques
  • Review Of Existing Investment Strategy

ALM Techniques and Practices.

ALM Techniques and Practices provides intensive hands-on training on ALM techniques, practices and advance applications. Participants receive content rich course materials along with valuable utilities and templates. Learn more...

ERM Techniques and Practices.

ERM Techniques and Practices is a hands-on training course taught in a classroom setting. This course is designed to provide training to both risk professionals and decision makers and help advance practice in the ERM field. Learn more

Master Class: Dynamic Hedging.

Dynamic Hedging Master Class is an advanced one day program providing more than seven hours of hands-on applications and case studies. Participants learn about hedging instruments and dynamic hedging techniques. Learn more...

Master Class: Interest Rate Models.

Interest Rate Models Master Class is an advanced one day program providing more than seven hours of hands-on applications and case studies. Participants learn stochastic modeling techniques and diffusion processes for interest rates. In addition to the valuable models you will receive, participants gain hands-on practice to build, calibrate and use your own interest rate models. Learn more...


ALM Essentials is designed to provide a review of fundamental ALM concepts. This five-week e-learning course delivers on-line lectures and practice sessions and includes valuable references and selected readings to help prepare participants for the intense Techniques and Practices that will follow. Learn more...
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