Belgium's P&V Group selects Moody's ESG

Economic scenario generator will ensure Solvency II compliance


Solvency II fuels risk of model convergence

The demands of regulatory approval are creating a lack of diversity in insurance models and driving an increase in systemic risk, according to a joint industry and academic study. Sarfraz Thind reports


Meiji Yasuda picks Moody's Analytics ESG and proxy generator

Will use RiskIntegrity suite to help manage capital


Dutch insurers could take €900m charge on mortgage revaluation

Moody's warns about negative impact on solvency ratios of life insurers


Generali chooses B&H proxy generator

CRO endorses short setup time and accurate validation models


Friends Life implements Moody's proxy generator

Will integrate Friends Life's with-profits business with its existing ALM systems


Moody's Analytics claims credit modelling first

RiskFrontier 4.0 enables "bottom-up" consideration of credit and interest rate risk for the first time


ERM basics: Proxy techniques enable risk-based decision making

Proxy techniques, such as least squares Monte Carlo, allow faster analysis of risks and for many insurers they have become essential tools for aiding decision making, as Brian Robinson explains


Using least squares Monte Carlo proxy functions for internal model validation

LSMC techniques are finding popularity in Solvency II economic capital calculations and multi-year projections of capital requirements. In this article, Christian Bettels explains how they can also apply to validation of internal models