Case Study: Arca Vita Spa achieves advanced ALM and scenario analysis with FINCAD Analytics Suite

Arca Vita Improves ALM and Scenario Analysis with FINCAD

Arca Vita Spa, a Verona-based life insurer and Unipol Gruppo Finanziario subsidiary, needed a robust analytics library to replace ad-hoc Excel models for derivatives valuation, structured bond modelling, ALM and scenario analysis. After evaluating options, Arca Vita selected FINCAD’s FINCAD Analytics Suite for Excel to meet requirements for ease of use, Excel integration, reliability and sophisticated cross-asset analytics.

FINCAD implemented the Analytics Suite for Excel, enabling bootstrapping of curves, zero-coupon curve construction, pricing of structured bonds, calibration of interest-rate models (including LMM) and Monte Carlo simulations, with results exported into Excel and Matlab for further analysis. FINCAD’s solution delivered measurable time savings, continuous portfolio monitoring, flexible curve building and the ability to perform detailed ALM and scenario analysis — helping Arca Vita meet regulatory needs such as Solvency II and accelerate product development.

Arca Vita Spa

Alberto Tortilla

Finance Department