Balance Sheet Management

MavenBlue’s Balance Sheet Management platform (BSM) is built to address a very specific challenge in the insurance industry. Specifically the analytics & analysis of the overall capital management position of the insurer. With BSM, Insurers are able to quickly project forwards their balance sheet, visualizing key metrics and alter the balance sheet to changing company and economic scenarios.

Enabling Dynamic Balance Sheet Management

MavenBlue’s BSM Platform

MavenBlue’s BSM Platform is designed by ex C-level capital management professionals to address the inefficiencies in making company decisions. The platform is able to consume cash flow data for both sides of the balance sheet. And able to project forwards thousands of economic scenarios in minutes. Giving leadership accurate and timely insights which empower their decision making.


BSM is not built to replace your reporting systems. It’s built to complement them. Giving you early insight into the effects of both company and economic scenarios.


The BSM Platform is built on the IBM Cloud utilizing a Graphical Processing Unit (GPU) calculation engine. Meaning thousands of calculation cores running simultaneously. Delivering results in minutes.


The platform is very easy to understand for capital management professionals. Try it out now by using MavenBlue for an ALM study

A holistic approach to balance sheet management


A powerful and comprehensive solution accelerating key processes

Balance sheet modelling
  • Modelling of cashflows and tax costs
  • Modelling of risk margin
  • Modelling of tiering
  • Modelling of loss absorbing capacity of deferred tax
  • Dynamic modelling of pricing new business
  • Modelling of capital and dividend policy
  • Unlimited amount of balance sheets
  • Consolidation of balance sheets at group level
  • Multiple balance sheets can be modelled at the same time
Extensive analytical insights
  • Analysis of ruin probabilities
  • Comparison between different projections and strategies
  • Visualization of the correlation between risk drivers, balance sheet items and Solvency II measures
  • Standard and user-defined reports
Future projection of hundreds of balance sheet items and risk drivers
  • Modelling of Solvency II yieldcurve, alternative curve and pricing curve
  • Modelling of solvency capital requirements
  • Modelling of Solvency II and economic ratios
  • Long horizon (>= 15 years)
  • Monthly instead of annual projections
High-speed calculations
  • Parallel processing using special purpose hardware (GPUs)
  • User-defined number of projections (500-5.000 or more)
  • Less than 1 minute computing time
Deterministic and stochastic risk modelling
  • Deterministic modelling of (stress) scenarios for market and insurance risks
  • Stochastic modelling of market and insurance risks
  • 40+ risk drivers just for swapspread and Volatility Adjustment (VA) risk by rating and sector
  • Analysis of change (AoC) of the solvency ratio
Modern infrastructure and technology
  • Web-based
  • Multi-device
  • Cloud, private cloud or on-premise configuration
  • Interfaces for importing and exporting data
Dynamic steering of Solvency II and economic ratios
  • Dynamic interest rate hedging
  • Dynamic asset allocation
Audit trail and data security
  • Audit trail in key processes to support your ORSA and FLAOR
  • Secured database and dataflows
  • Compliance with IT requirements


MavenBlue provides a range of services to meet individual client requirements

Tailor-made functionalities

Add tailor-made functionalities to adapt the BSM Solution to your own risk management framework. Embed specific policies, methods, metrics or financial instruments (e.g. longevity swap) in order to fully reconcile with the way you prefer to manage and measure your risks. Your custom requests are implemented with the same quality and care as the standard functionality, and are fully documented and system tested before delivery to your acceptance test environment.


The BSM Solution can interface with your current systems in different degrees of robustness, but preferably it has an interface with your administration system for investments. Also liability cashflows and other balance items need to be connected. You can connect to the standard interfaces provided by the BSM Solution or we can develop a specific interface for your databases or systems.


One more step needs to be taken care of in order to make the solution ready for your analyses. For modelling optionalities as part of the insurance policies, the BSM Solution makes use of a practical hedge portfolio. This portfolio needs to be calibrated in order to value your liabilities correctly under different scenarios. A separate module makes sure that you can easily do this yourself. After some final tuning to your initial value and risk profile, the BSM Solution is ready to go.


Training sessions will be organised using practical examples related to your business. MavenBlue will ensure that you will be able to use all of BSM Solution’s functionalities and its many applications most effectively. Within the BSM Solution, online explanation and instruction is at your disposal.

Performant & Powerful

The annual full-license fee gives access to all the BSM Solution features and all software updates for a one year period. Choose a cloud, a private cloud or an on-premise implementation. License fees vary based on your implementation choice.

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Start the transformation of your Capital Management today!

Take the first step towards transforming your Capital Management processes with MavenBlue's cutting-edge platform. Contact us now to learn more!