Providing analysis for making informed financial decisions across the financial institutions and corporates sectors

Sample projects 

Illiquid Credit Modelling

Assisting clients in model development and validation in terms of major model change and Solvency 2 projects involving among other:

Model Validation

Assisting clients in model validation across property, credit (including fundamental spread), inflation and interest rates including:

Hedging Interest Rate Guarantees

Legacy life 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:

Solvency 2/Individual Capital Assessment challenges

Assisting clients in the implementation of internal models for risk management and ICA purposes by resolving challenges such as:​

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:

For answers to the above questions please contact us.