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