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MARKET RISK MANAGEMENT FOR INSURANCE

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.

What Finalyse experts say

02 Mar, 2020
Solvency 2020 review - EIOPA’s opinion on recovery and resolution

The 2008 financial crisis has shown that it is vital to have a good recovery and resolution policy. Because the European-level policy on resolution and recovery of the insurers is insufficient, some national authorities have adopted their own recovery and resolution policies. However this has led to a fragmented regulatory landscape across the EU. Therefore, the European Commission was requested to create a harmonised framework. This article explains eight proposed recommendations on the future amendments to the Solvency II regulation published on that topic by EIOPA In the Consultation Paper on Solvency 2 review 2020.

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20 Jan, 2020
2020 Solvency II review – Technical Provisions and SCR

The 2020 Solvency II review intends to bring about several changes to the Solvency II Framework Directive. It follows the 2018 Solvency II interim review, which amended the Solvency II Delegated Acts. In this article, we focus on the EIOPA’s opinions on technical provisions. For now, we are excluding Long Term Guarantee (LTG) measures, a topic which deserves an article all to itself.

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