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Capital & Risk Management

Solvency II

  • Identification of thehigh level strategic, tactical and operational impact of Solvency II on thebusiness and implementation of solutions
  • Optimisation of value through Solvency II

Traditional embedded value and market consistent embedded value

  • Theresults of theembedded value calculation and analysis can answer questions such as “What is the value of our portfolio?”, “What are themain profit drivers?”, “Is our new business profitable?”

Actuarial control process

  • Actuarial processes such as reserving, pricing, capital and business planning are anintegral part of any insurer’s operations; Making sure these processes are managed well and are in line with industry best practice will help a company in many ways

Enterprise risk management

  • Risk managed within clearly defined risk appetite
  • Efficient and robust collation and reporting of risk data

Capital management and modelling

  • Assessment and analysis of therisks surrounding your business
  • Modelling, including modelling uncertainty with dynamic financial analysis and risk based capital

ALM studies

  • Optimal asset allocation assessment (efficient frontier, market portfolio), market risk assessment, stress testing, valuation of derivatives and assessment of hedging strategies

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