Providing analysis for making informed financial decisions
across the financial institutions and corporates sECTORS
Sample projects
Solvency 2/Individual Capital
Assessment challenges
Life insurers that target the implementation of internal models for risk management and ICA purposes face a number of challenges such as:
Hedging interest rate guarantees
Legacy books typically contain minimum interest rate guarantees. In a low interest rate environment the management of these liabilities entails a number of challenges such as:
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Hedging bonuses and smoothing costs
Participating with profits business, both unitised and conventional, require the management of reversionary bonuses (RBs) and smoothing costs. To this end a number of questions arise:
Minimising regulatory capital charge for interest rate risk
Regulatory capital requirements for ALM mismatches regarding interest rate risk can be onerous. Insurers face a number of challenges such as: