Our team has extensive and continuing experience working with banks and insurance companies in all aspects of calculating capital and solvency.
Since the beginning we have been involved in supporting financial companies understand the rules of Basel II and have worked with them in the modeling calculations of regulatory and economic capital. And we started to play a similar role with the proposals of Basel III in terms of capital and liquidity ratios, capital buffers and counterparty risk.
In the insurance sector regulatory implementation of Solvency II it is already very close. This substantially changes the risk management in insurance companies, so we are helping our customers to make this transition successful. Our extensive experience in risk assessment and measurement of assets complements well the experience of insurance companies on risk measurement and control of its liabilities.
Our services include design and development of internal models (credit risk, market, etc.) models ALM (scenario generation, embedded value, etc.) and tools, as well as estimation of parameters (PD, LGD, etc..) and technical training.