With over £1.4 trillion of assets under management (AUM), Legal & General Group plc (Legal & General) is a top 20 global asset manager and is one of the UK’s largest providers of individual life assurance products. Legal & General has recently implemented a flexible solution for liquidity risk, confirming a long-term partnership with SS&C Algorithmics. The Foundation: A Solid Enterprise Risk Management Platform The SS&C Algorithmics Simulation and Pricing engine has been at the core of Legal & General’s sophisticated Enterprise Risk Management (ERM) platform since the company initiated its group-wide internal model for Solvency II, the directive governing capital requirements for UK and EU insurers. The solution generates large Monte Carlo projections of the balance sheet, where

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