Algorithmics and SecondFloor to provide replicating portfolio infrastructure for Aegon

Aegon, the Edinburgh-based insurance, pension, and investment company, has chosen Algorithmics as its provider of replicating portfolio technology. Aegon will use Algo Risk to create replicating portfolios for its assets and liabilities as part of a risk management and risk reporting infrastructure. Aegon will implement Algo Risk globally and will use Algorithmics' scenario-based portfolio optimisation functionality to calculate replicating portfolios that can be used to measure the value of

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