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Agile and comprehensive assessment of your capital requirements for market risks
Designed to help you manage your market risk

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, delivering value in a variety of areas:

  • Assessment and gap analysis of existing processes with market best practices and regulation
  • Review and validation of market risk internal model
  • Advisory activities on advanced topics (e.g. inflation risk modelling, stress-testing of structured products, determination of hedging strategies)
  • Elaboration of ad hoc tools allowing to assess current and prospective SCR market risk and its sensitivity to market changes.

How does Finalyse address your challenges?

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

To get all your questions answered

Key Features

  1. Our Market Risk Management for the Insurance Industry comprises assessment, gap analysis and validation activities as well as advisory activities on advanced topics. 
  2. The team of experts holds a strong expertise in assessing, constructing, and implementing solutions that promote a strong, efficient and effective risk and ALM management.

Our subject matter experts

Frans Kuys
Principal Consultant - Expert in Climate Change Risk Management for Insurers / Solvency II / IFRS 17 / ICS / IORP II / Market Risk / Strategic Asset Allocation / AXIS

Frans is an actuary and Financial Risk Manager with international experience in the pensions and insurance sectors. He has been specialising in climate change risk management, actuarial valuations (AXIS), financial reporting (IFRS17, IAS19), regulatory reporting (Solvency II, ICS, IORP II), market risk management (ALM, SAA) and investment consulting.

François-Xavier Duqué
Principal Consultant - Expert in Solvency II / FRTB / IRRBB / SAA / Market Risk For Insurers / Internal Modes for Approval and Validation

François-Xavier is a Principal Consultant with advanced expertise in Financial Markets, ALM and Risk Management, covering both banks and insurance companies. On the banking side, François-Xavier is a practice leader on Valuation, IRRBB, FRTB, VaR, Initial Margin and Counterparty Risk, well acquainted with the regulatory requirements and the market practices surrounding market risks. On the insurance side, François-Xavier has extended experience in the regulatory treatment of financial instruments, ORSA, and hedging balance sheets against interest rate, credit spread and inflation risks.

Bence Zaupper
Managing Consultant - Expert in BMA, Solvency II / ICS / Market Risk / Actuarial and Risk Modelling / Internal Models Approval and Validation / Risk Appetite

Bence is a senior actuary with 20+ years of experience in life actuarial science and reporting in Solvency II, IFRS, BMA EBS and ICS regulations. His focus has been on actuarial and risk modelling - including capital projections, market risk management and internal model validation – and ERM framework design. Bence delivers business transformation, reinsurance, new authorisation and M&A projects and is keen on applying machine learning and data analytics for actuarial use cases.

Stéphane Kengne Toguem
Senior Consultant - Expert in IFRS 17 / FRTB / SAA / Market Risk

Stéphane is a senior consultant with proven skills in credit and market risk (including FRTB) and extensive knowledge of financial markets. He is a subject-matter expert in IFRS 17, Basel II, Basel III and Solvency II,. His field of competence also covers Strategic Asset Allocation (SAA) for insurers. Stéphane has been involved in the implementation of IFRS 17 for many insurance and reinsurance companies in Europe and North America. He is an active member of the Finalyse IFRS 17 Centre of Excellence, where he has been leading the development of the Finalyse IFRS 17 calculation and reporting tool.