Insurers

Integrated solutions and industry-leading analysis

Risk Control works with major insurers on risk modelling issues, providing model review, design, implementation and validation services.

We have developed techniques, applicable for insurers, for modelling complex, multi-asset-class and potentially illiquid portfolios over short and long risk horizons.

We have analysed credit risk in insurance and reinsurance programs.

Risk Control has completed Solvency II projects for a number of large insurance companies and assisted others in risk analysis of liabilities and investment portfolios.

Insurers-737x482

Example assignments

  • Risk Control reviewed the capital models and implemented revised methodologies for a large insurer as part of its Solvency II implementation project
  • We implemented a credit VaR model for a large US insurer, in particular providing rigorous modelling of securitisation positions
  • Risk Control provided portfolio risk software to an insurer with widely dispersed trade finance exposures
  • We devised methodologies for analysing counter-party risk for complex reinsurance contracts for an insurer
  • We analysed non-linear general insurance risks for a large insurer