Actuarial and Risk Management Services

In order to understand how securitization can be utilized by potential sponsors, a company must first be in a position to adequately measure and understand the sponsor’s risk and capital requirements. In this context, we offer clients the following actuarial and risk management services:

  • Enterprise Risk and Value-Based Management
    • Performance Measurement and Management
      • Economic Value Added analysis
      • Market Consistent Valuation methodology and implementation
    • Accumulation control
      • Design process & reporting protocols
      • Tool selection or development
    • Reinsurance optimization and placement
      • Review effectiveness and appropriateness
      • Coverage design
      • Benchmark pricing
      • Technical assistance
  • Internal and risk solvency models / Dynamic Financial Analysis (DFA)
    • Internal Risk Models (IM)
      • Concept, design and implementation
      • Enhancement and/or expansion of existing IMs
      • IM Documentation and Validation
      • Reporting and integration into business processes (“use test“)
    • Solvency II and Swiss Solvency Test (SST) compliance
      • Preparing for external approval (regulatory certification, rating approval)
      • Conducting field tests and quantitative impact studies (QIS)
  • Capital structure and optimization
  • Non-Life Pricing and Reserving
    • Tools and methodology
    • Second opinions