Capital Generation for Insurance Companies

Recently financial markets have been rocked by concerns regarding the banking sector, reminiscent of the build-up to the financial crisis of 2008. An update.

This blog post explores three approaches to measuring the impact of liabilities on SAA: actuarial simulation, replicating portfolio, and product-based dynamic liability modelling. It also compares the advantages and disadvantages of each approach in terms of accuracy and runtime efficiency, highlighting the benefits of a dynamic liability modelling approach as a fast, flexible, and efficient solution for multi-scenario SAA analyses in a full ALM context.

May 10 & 11 Ortec Finance’s clients gather in Amsterdam for an in-person Client Conference. The event takes place in the iconic Eye Film Museum.

Read about ClimateALIGN & ClimateMAPS in UNEP FI’s 2023 Climate Risk Landscape Report

We are delighted to announce that our ClimateMAPS solution has been awarded ‘Portfolio climate risk solution of the year’ by Insurance Asset Risk for the UK and European region.

Inflation-protected portfolios typically provide a combination of diversification benefits and return improvement. For example, by diversifying to “real assets”, like commodities, direct real estate ...

With bonds offering income and the prospect of decent returns at lower risk than stocks, pension funds may want to consider allocating more to this asset class again.

Inflation has put the profitability of both Life and Non-Life insurers under strain.

If you missed the Quarterly Scenario Webinar, you can access the presentation, the recording, and the Q4 Economic Outlook here.