Finalyse - Composing Solutions for Finance
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Finalyse - Composing solutions for Finance

MRMI

Agile and comprehensive assessment of your capital requirements for market risks

Market risk has become a focus of attention due to ever-growing regulatory complexity and business impact. Financial markets volatility requires a high level of reactivity to capture its effects on the capital required for the SCR Market Risk.

Finalyse Market Risk Management for the Insurance industry leverages on our interdisciplinary experience with ALM, Market Risk management and Solvency II, stemming from:

  • Assessment and gap analysis of existing processes with market best practices and regulation
  • Advisory activities on advanced topics (e.g. stress-testing of structured products, devising of risk-mitigation measures)
  • Elaboration of a dynamic tool allowing to assess your current and prospective SCR market risk rapidly

What do we provide?

  • Solvency Capital Ratio (SCR)
  • Market Risk
  • Asset & Liability management
  • Embedded options
  • Duration gap
  • Hedging strategies
  • Look Through
  • Inflation modelling

What benefits should you expect?

  • Short reaction time to changes in market conditions and their impact on your SCR
  • Comprehensive identification and quantification of the market risks on your balance sheet
  • Link with ALM best practices in Market risk management and hedging

Finalyse carries years of experience in risk management and ALM implementation within the Insurance industry. Its consultants hold a strong expertise in assessing, constructing, and implementing solutions that promote a strong, efficient and effective risk and ALM management. This offers the security of complying with the continuously demanding regulatory requirements, while ensuring that processes minimise effort and embedded risks.

 

    If you are interested in these services, do not hesitate to contact Silvio Santarossa for more information.

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