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This Expert input discusses reverse stress testing. A type of stress testing that does not ask what the results of certain pre-defined shocks are going to be, but rather, what shocks would have to…

132. A guide to Solvency II review

This expert article on the 2018 Solvency II review consists of a high level summary of the Solvency II review and a table providing a detailed overview of all changes brought about by this 2018…

133. Adjustment for the loss-absorbing capacity of deferred taxes

This blog post dives deeper into the topic of Adjustment for the loss-absorbing capacity of deferred taxes.

134. The Language War in Credit Risk Modelling: SAS, Python or R?

The three languages were compared using a simple setup, as close as possible to a real-life situation. The exercise consisted in calibrating a logistic regression to identify loans likely not to be…

135. Les assureurs vie français face à la conjoncture économique : analyse, opportunités et stratégies

Dans un contexte économique complexe, les assureurs vie français font face à des défis majeurs liés à la gestion des taux d'intérêt élevés. Finalyse offre des solutions innovantes pour optimiser…

136. PHYSICAL RISKS IMPACT MEASUREMENT

Finalyse Flood Risk prototype is a practical implementation of a forward-looking flood risk assessment using the ISIMIP2b simulation round of flood discharge in combination with the CLIMADA engine.…

137. Low Default Portfolios: Modelling and Calibration Approaches

The accurate estimation of the credit risk parameters is crucial for provisioning under IFRS9 and capital requirements (when using an IRB approach) as well as for setting up strategies for pricing,…

138. Unlocking the Power of Vendor Models: Your Guide to IFRS9 Compliance

This article discusses the risks associated with the use of vendor models for IFRS9 compliance by financial institutions, which have increasingly turned to external agencies for model development.…

139. Implementing BCBS239, What does it take?

This article discusses how Finalyse carries out implementation of BCBS 239 projects. It shows the stumbling blogs that typically hinder implementation of such projects, such as big-bang approach or…

140. Sorrows of Credit Risk Model Validation

This article introduces the challenges of the ECB supervised entities regarding their internal validation of the IRB Approach. It also considers a benefit of use of Model Validation tool.

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Finalyse Insurance

Finalyse offers specialized consulting for insurance and pension sectors, focusing on risk management, actuarial modeling, and regulatory compliance. Their services include Solvency II support, IFRS 17 implementation, and climate risk assessments, ensuring robust frameworks and regulatory alignment for institutions.

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