Solvency II / IFRS17

Sector / Insurances

Calculation of regulatory capital for insurance companies

Valuation of assets, premiums, liabilities and financial surplus
Flows and liquidity needs analysis
Cash flow analysis, matching adjustment, immunization by duration and portfolio optimization

PILLAR I. Investments
Descriptive and analytical attributes database to approach a complete Solvency II Project
Look-through analysis for investment funds, ETFs, SICAVs, etc.
Market, counterparty and illiquidity risk measurement for the investments
Stress tests and crisis scenarios simulation

PILLAR I. Technical provisions
Calculation of the technical provisions (best estimate)
Underwriting risks stress test generation (mortality, disability, longevity), expenses level, interest rates and profit-sharing clauses, profit shares, reinsurance, policyholders behavior (lapse)

PILLAR I. Solvency capital requirement calculation
Standard formula (SCR and MCR) for the different risk modules
Open and customizable management of the standard model parameters, exceptions and factors.
International and local models (Europe, South America)

RISKCO as a support for the PILLAR II and PILLAR III of SOLVENCY II
ORSA (Own Risk Solvency Assessment) reporting support: periodic risk and solvency self-assessment
Standard formula recalibration
Solvency and Financial Condition Report (SFCR) and Regular Supervisory Reporting (RSR)