Case Study: Sampension achieves next-level risk management and reduced in-house development dependency with SimCorp Dimension

Taking Risk Management to the Next Level

Sampension, a Copenhagen-based pension fund managing about USD 41 billion in assets, faced the challenge of replacing a highly advanced in-house risk management setup with a long-term solution that preserved functionality while reducing reliance on internal development. After evaluating three paths—extending work with SimCorp, selecting a third‑party system, or expanding in‑house development—and noting that their data already resided in SimCorp Dimension, Sampension chose to partner with SimCorp.

SimCorp implemented the SimCorp Dimension Risk Management solution, moving Sampension’s internal setup to an externally developed and maintained integrated platform. The rollout delivered measurable benefits: support for roughly 60 risk factors (indices, interest rates, spreads, FX, volatilities), Parametric VaR and Monte Carlo simulations, daily detailed reporting, full asset coverage and transparency, improved data consistency across positions/market/static/pricing, and reduced operational risk and dependency on in‑house development.

Sampension