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Solvency II Internal Models solution

Sep 14, 2010
Category: General
Posted by: admin
A full-scale Solvency II Internal Models solution implementation for use by all types of insurance companies

CD Financial Technology (CDFT) has implemented a full-scale Solvency II Internal Models solution (analyses and reporting) for use by all types of insurance companies. The solution builds on path Monte Carlo simulation capabilities inherent in our R/V Platform. All key factors driving revenues, costs and risks of both underwriting and investment activities can be simulated as stochastic processes over any planning horizon. The impacts on regulator-specified and internal risk measures can be determined and reported. Additionally, P&L distributions and likelihoods of desired capital ratios can be established for any time horizon. Thus conditions that could potentially lead to a requirement for new capital can be identified.

The core technology of the solution is also available for use as (a part of) an analytics engine for an in-house Internal Models solution.

For more detailed information please contact sales@cdgroup.fi.