Solvency II Case Studies

Economic Scenario Generator: A Case Study on Conditional Simulations for Future Eurozone Inflation
The Economic Scenario Generator (ESG) measures credit and market risk from an integrated perspective. Here we take a look at how it can be used in a case study on future Euro zone inflation from both the quantitative and qualitative perspectives, and how ESG can also assist with effective ALM strategy since it can also apply scenarios to complex financial products such as variable annuities.

 French insurance – Solvency II solution
This leading insurance firm chose Fermat Solvency II to meet regulatory requirements and ensure compliance. Our robust datamart was a key influencing factor in the client’s decision as they had a requirement to centralise their data in order to achieve compliance across the business.

A French Mutualist Group
This French mutualist group selected Moody’s Analytics to manage its Solvency II capital calculation, reporting and data management. Moody’s Analytics end-to-end Regulatory Solution will enable the client meet Solvency II requirements. The client stressed Moody’s Analytics superior product’s flexibility, comprehensiveness and performance as the key reasons for selection.

A Leader Italian Insurer
This large Italian insurer chose Through-the-Cycle EDFs as the tool to calculate economic capital as required by Solvency II. Key factors to our success were the unique advantage of combining a high degree of stability over the cycle with a minimal loss of forward looking default prediction power. By using our Through-the-Cycle EDFs, the client will significantly lower its economic capital charge for their large number of unrated counterparties.

A Leader Spanish Insurance Group
This leading provider of life and non-life insurance to the Spanish and Portuguese markets selected Moody’s Analytics for its end-to-end Solvency II regulatory compliance and reporting. After completing a gap analysis, the group decided to invest in a comprehensive software solution for complete Solvency II compliance for all risk types with robust data management capabilities. The client stressed Moody’s Analytics solution’s robust and open architecture, modularity, regulatory capital calculation and modelling capabilities.