AndrAI
ALM Engine
Dashboard
Configure
Results
π Asset Portfolio
π Drop portfolio file or click to upload
β or generate sample β
Portfolio Size
20 positions (~$500M)
50 positions (~$1.2B)
100 positions (~$2.5B)
200 positions (~$5B)
Asset Mix
IG Corps
%
Treasuries
%
MBS
%
Private Credit
%
HY/Other
%
Target Duration
Short (3-5y)
Medium (5-8y)
Long (8-12y)
Liability Matched
Credit Quality Tilt
High Quality (AA+ avg)
Core (A/BBB avg)
Yield Seeking (BBB-/BB)
Generate Sample Portfolio
π Liabilities
Liability Source
None (Assets Only)
Sample Portfolio
Upload Tape
Total Reserves ($B)
Product Mix
MYGA
%
FIA
%
SPIA
%
π Drop liability tape or click to upload
CSV/XLSX with policy data
π― Scenario
Scenario Type
Flat Rate
Rate Shocks (Β±100, Β±200bps)
Stochastic (Monte Carlo)
NAIC Stress (7 scenarios)
Historical Stress
Base Rate (%)
Number of Paths
10 (quick)
50
100
500
Volatility (%)
Historical Scenarios
2008 GFC
COVID-19 (2020)
2013 Taper Tantrum
Volcker (1980-82)
1970s Stagflation
Horizon (years)
3 years
5 years
10 years
20 years
βοΈ Asset Assumptions
Prepayment Multiplier
100%
Default Multiplier
100%
Recovery Rate Override (%)
π Reinvestment
Strategy
No Reinvestment
Default (Current Allocation)
Liability Duration Match
Barbell (Short + Long)
Ladder (Equal Maturities)
Target Duration (years)
Min Credit Quality
AAA
AA
A
BBB
BB (High Yield)
βΆ Run Projection
β³
0
s
π
Load a portfolio and run projection to see results
Summary
Portfolio
Cash Flows
Greeks
Stress Tests
Risk Metrics
Fair Value
β
Total Coupon
β
Total Principal
β
Total Loss
β
Runtime
β
Asset Allocation
Rating Distribution
Sector Allocation
Positions
β
Wtd Coupon
β
Wtd Life
β
Wtd OAS
β
Holdings
ID β²
Class
Rating
Par ($M)
Coupon
Maturity
OAS
Cash Flow Projection
Cash Flow Table
Month
Coupon
Principal
Prepay
Loss
Net CF
DV01
β
Eff. Duration
β
Convexity
β
CS01
β
Key Rate Durations (DV01 by Tenor)
Sensitivity Table
Metric
Value
Unit
Description
DV01
β
$/bp
P&L per 1bp rate move
Duration
β
years
Effective duration
Mod. Duration
β
years
Modified duration
Convexity
β
yearsΒ²
Second-order rate sensitivity
CS01
β
$/bp
Credit spread DV01
Spread Dur.
β
years
Spread duration
Stress Test Results
Scenario Impact Table
Scenario
Rate Shock
Spread Shock
Equity
P&L Impact
Ξ Duration
CTE70
β
CTE90
β
Asset Duration
β
Liab Duration
β
Duration Gap Analysis
Assets
β
Liabilities
β
Duration Gap:
β
Surplus:
β