Solvency II

Recent Moody’s Analytics Solvency II Insight

Insight Icons White paper  The Challenges as Solvency II Reporting Goes Live
This paper is the first in a series of short whitepapers where Brian Heale examines the major challenges and issues insurers face for report production, data management, and SCR calculation for Solvency II. The series of papers also examines the approaches insurers have taken in their Solvency II projects to date.

Author: Brian Heale
Date: June 7, 2016
   
Insight Icons White paper  Low Yield Curves and Absolute/Normal Volatilities
In this paper, we look at the changes that have occurred in interest rate markets since the financial crisis. We consider how insurers can address the challenge of low and (more recently) negative yield curves as central banks have responded to challenging economic conditions with a range of unconventional monetary policies.

Author: Nick Jessop
Date: February 23, 2016
   
Insight Icons White paper  Making Proxy Functions Work In Practice
In this paper we explore many of the practical issues which can be encountered when developing and implementing a process to generate proxy functions using either the Curve Fitting or Least Squares Monte Carlo (LSMC) techniques.

The paper reviews the stages involved in proxy generation, and identifies the challenges in implementing them, as part of a robust and integrated business as usual process.

Author: Martin Eilliot
Date: February 16, 2016
   
Insight Icons Article  Optimising model capabilities
This article explains how Moody’s Analytics can help insurers with their solvency monitoring, reporting and stress-testing requirements in Solvency II.

Published in InsuranceERM
Date: January 19, 2016
   
Insight Icons White paper  Latest Developments in the Quantitative Reporting Templates
In this paper, we look at the latest developments in the Quantitative Reporting Templates. We consider how insurers can address the challenge of maintaining Solvency II reporting systems to keep pace with the changing and emerging regulatory requirements

Author: Brian Heale
Date: September 1, 2015 
   
 Insight Icons Article Extract long term benefit from Pillar III Reporting Data
In this paper, we address why insurers should view the data collated for Pillar III reporting
as an essential information source for all strategic risk and capital decision-making within
their organizations.

Author: Karim Ben Ayed
Date: May 5, 2015
   
Insight Icons White paper  Automating the Solvency Capital Requirement Calculation Process
This Whitepaper explores how the Solvency II Solvency Capital Requirement (SCR) calculation process can be automated to facilitate efficient and timely regulatory reporting. The SCR
calculation process is complex, requiring significant data consolidation, cleansing and transformation to produce accurate and consistent results.

Author: Brian Heale
Date: July 21, 2014 
   
Webinar Webinar-on-Demand: Learn The Three Steps to Solvency II Pillar III Reporting
As the deadline for Solvency II approaches, many insurers are assessing the best approach to delivering the Pillar III reports required by EIOPA. Watch the Moody's Analytics Pillar III Reporting Webinar to learn the common implementation challenges of Pillar III reporting, the three step best-practice framework that will help deliver Pillar III reports, and how to avoid the pitfalls of implementing Pillar III reporting.

Presenter: Brian Heale
Date: June 16, 2014
   
Insight Icons Article  Solving the Data Challenges of Solvency II
This publication addresses the full spectrum of data challenges: data governance, data quality, tactical and strategic reporting, and data needed for informed decision making around Solvency II.  

Author: Brian Heale
Date: May 21, 2014
   

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