Risk and capital management

We advise insurers on emerging risk management and regulatory changes (including Dodd-Frank and Solvency II), help them design and implement ERM frameworks, and measure and manage risk and capital against a range of regulatory, internal and external requirements, including risk based capital, economic capital, Solvency II (standard and internal models), and rating agency capital. Our solutions include:

• ERM/ORSA gap assessments
• ERM/ORSA implementations
• Risk strategy
• Risk appetite
• Risk assessments
• Stress testing
• Risk measurement; economic capital
• Model risk management and model validation
• Operational risk measurement
• Risk monitoring and mitigation
• Risk reporting/dashboards
• VA risk management and hedging