Deutsche Rückversicherung AG Signs Multi-Year Contract for Economic Modeling Solution from DFA Capital Management

PURCHASE, N.Y. & COLOGNE, Germany--(BUSINESS WIRE)-- DFA Capital Management Inc. (DFA), a leading provider of Enterprise Risk Management (ERM) solutions to the insurance and financial services industries, today announced that Deutsche Rückversicherung AG, a prominent German reinsurance company has selected its GEMS^® Economic Scenario Generator (ESG) for economic and financial modeling. The decision in favor of DFA was made after Deutsche Rück conducted an in-depth evaluation of its capabilities. The multi-year licensing agreement will enable GEMS to be used by Deutsche Rück, its sister company, Verband öffentlicher Versicherer, also in Germany, and a subsidiary, DR Swiss in Switzerland.

Deutsche Rück has been providing both life and non-life reinsurance in the German market for over 50 years. Subsidiary DR Swiss, founded 8 years ago is considered one of the most successful start-up reinsurers in Switzerland. Verband öffentlicher Versicherer, is the Association of Public Insurance, a non-profit corporation, comprised of 11 insurance companies, which as a group has a market share of more than 10 percent of the German insurance market. Verband is as well a reinsurer for the public insurance companies.

"During our evaluation of the software we found that GEMS was surprisingly easy to use to model our asset portfolio and the portfolio optimization capabilities were very powerful,"� said Dr. Alexander Metz, Chief Risk Officer, Deutsche Rück. "We were also impressed with the economic modeling expertise and support that is available to us from DFA and with the excellent client references that were provided."

GEMS is a state-of-the-art ESG developed by DFA's team of quantitative finance experts and its financial models used are among the most technologically advanced in the industry. GEMS enables users to simulate future states of the global economy and financial markets including the pricing of derivatives and alternative assets. It is used for a variety of applications including Asset Liability Management, Solvency II compliance, financial risk management, and portfolio management.

"As a very proactive reinsurance provider in Germany, Deutsche Rück recognized the urgency to replace their internally developed ESG with a more sophisticated one to maintain their competitive advantage in the market," noted Lisa Cash, Executive Vice President, Sales and Marketing for DFA Capital Management Inc., "We are pleased that they chose GEMS for their immediate needs in portfolio management and for their ongoing requirements for Solvency II compliance."

Metz added, "Other factors in our decision were GEMS ability to model derivatives and property, and the built in functionality for asset accounting."

About DFA Capital Management Inc.

DFA Capital Management Inc. (www.dfa.com) is the market leader in dynamic financial analysis software for the insurance and financial services industries. DFA's software-based financial and risk management system is a foundation for competitive advantage for any insurance company with multiple business lines, reinsurance activities, rapidly changing business portfolios, and significant premium volumes.

Founded in 1999, DFA Capital Management Inc. is headquartered in Purchase, N.Y., with offices in Germany and Switzerland.

About Deutsche Rückversicherung AG and Verband öffentlicher Versicherer

The Verband is central, internal service provider as well as reinsurer for the public insurers, which are the second largest group on the German direct carriers' / primary insurers' market. Deutsche Rück is the group internal reinsurer of the public insurers. Together with her subsidiary company DR Swiss she is focused on German speaking markets and on selected customers on the European market. Deutsche Rück received an "A+"� rating by Standard & Poor's. Deutsche Rück, DR Swiss and Verband draw a premium income of about 1.34 billion Euro.

Stanton Public Relations & Marketing

Antonia Caamano, +1 212-366-5300

acaamano@stantonprm.com

or

DFA Capital Management Inc.

Karen Verelley, +1 914-701-7238

karen.verelley@dfa.com

Source: DFA Capital Management Inc.