Valerian Capital Group (Valerian) was founded in 2009 by stable value and capital markets professionals to create capacity for the 401(k) stable value wrap market.

Valerian’s principals have an average of 25 years experience each across stable value and capital markets providing clients with a combination of strong product experience, a proactive risk management culture and a high level of commitment to the industry.

Valerian's business model includes:

  • A comprehensive business plan containing:
    • Market analysis, product background and risk review
    • Competitive environment and target market
  • Operating guidelines and desk manuals used by control groups to monitor, manage, and approve all standard operating procedures
  • Template BVW contracts for plans and collective trusts
  • IT infrastructure scope document
  • Administrative procedures manual
  • Risk management models and mitigation strategies including:
    • Qualitative risk management processes - underwriting,
      surveillance and manager due diligence manuals
    • Quantitative risk management - stress scenario analysis and
      stochastic risk models for pricing, valuation, capital and
      management of the business including corresponding scope
      documents
    • A participant behavioral research analysis and testing document resulting in the application of a best fit distribution function to participant withdrawal patterns for use in stochastic simulations

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