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ABS
Asset-Backed Securities
ALM
Asset and Liability Management
APRA
Australian Prudential Regulatory Authority
BaFin
German Federal Financial Supervisory Authority
BMA
Bermuda Monetary Authority
CDS
Credit Default Swap
CERA
Certified Enterprise Risk Analyst
CFO
Chief Financial Officer
CIC
Complimentary Identification Code
COSO
Committee of Sponsoring Organizations
CRM
Customer Relationship Management
CRO
Chief Risk Officer
DSGE
Dynamic Stochastic General Equilibrium
EIOPA
European Insurance and Occupational Pensions Authority
ERM
Enterprise Risk Management
ESG
Economic Scenario Generator
ETL
Extract, Transform, and Load
EUC
End User Computing
FSA
Financial Services Authority
FSB
Financial Services Board
GAAP
Generally Accepted Accounting Principles
GDP
Gross Domestic Product
GPU
Graphics Processing Unit
G-SIFI
Global Systemically Important Financial Institution
G-SII
Global Systematically Important Insurers
IAIG
Internationally-Active Insurance Groups
IAIS
International Association of Insurance Supervisors
ICA+
Individual Capital Assessments
ICAS
Individual Capital Adequacy Standards
ICP
Insurance Core Principles
IFRS
International Financial Reporting Standard
IFSR
Insurance Financial Strength Ratings
IGT
Intra-Group Transactions
IMAP
Internal Model Approval Process
LMM
LIBOR Market Model
LSMC
Least-Squares Monte Carlo
M&A
Mergers and Acquisitions
MCEV
Market Consistent Embedded Value
MCR
Minimum Capital Requirements
MTM
Mark-To-Market
NAIC
National Association of Insurance Commissioners
NAV
Net Asset Value
OLAP
Online Analytical Processing
ORSA
Own Risk Solvency Assessment
OSFI
Office of the Superintendent of Financial Institutions
P&C
Property and Casualty
P&L
Profit and Loss
PRA
Prudential Regulation Authority (UK)
QRT
Quantitative Reporting Templates
RAROC
Risk-Adjusted Return On Capital
RBC
Risk-Based Capital
RDR
Retail Distribution Review
RORAC
Return On Risk-Adjusted Capital
RP
Replicating Portfolio
SAM
Solvency Assessment and Management
SCR
Solvency Capital Requirement
SIFI
Systemically Important Financial Institution
SST
Swiss Solvency Test
SVJD
Stochastic Volatility Jump Diffusion
VaR
Value-at-Risk
VAR
Vector Auto-Regression
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