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.
- 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