Valerian Capital brings a best practices approach to the defined contribution stable value wrap business. This includes all aspects of risk management and the governance infrastructure necessary for establishing and running a business. Valerian incorporates a conservative risk culture with leading edge tools for quantitative and qualitative risk management.

Valerian’s business model includes:

  • A comprehensive business review 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 contracts for plans and pooled funds
  • IT infrastructure specifications 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 tail-risk management of the business including corresponding financial mathematics scope documents
    • An annual cash flow experience study providing extensive statistical analysis of the industry’s most comprehensive historical data set

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