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The RiskIntegrity Capital Aggregator enables insurers to calculate one-year Value-at-Risk (VaR) risk-based capital, using a Monte Carlo approach to perform analysis including capital allocation by product and risk category.

Generate solvency and risk-based metrics and perform what-if analysis

  • Generate a wide range of solvency and risk-based metrics in a controlled environment to feed into business and regulatory management information and support risk-based decision making.
  • Analytics include smoothed and unsmoothed VaR metrics, capital attribution and diversification analysis, capital distributions, and risk factor analysis with standard analytics and charting.
  • Support a broad range of what-if analysis including stress testing and using deterministic scenarios such as the impact of market stress, alternative portfolio analysis, and asset allocation.
  • Leverage a high-performance Monte Carlo engine that uses asset/liability proxy models calibrated via the market-leading RiskIntegrity Proxy Generator.
  • Generate one-year VaR risk scenarios via the Risk Scenario Generator module for the simulation of market and non-market risks.

Deliver internal model, partial internal model, assess economic capital

  • Support an insurer’s internal model group and solo solvency capital requirement (SCR) and assess economic capital.
  • Support partial internal model calculations with the RiskIntegrity Standard Formula module.
  • Leverage an enterprise risk platform that meets the control and governance requirements of today’s regulatory regimes.
  • Provides configurable, out-of-the box flexibility and reduces overall implementation costs.
  • Use an aggregation framework that calculates multiple capital and loss metrics and supports drill-down analysis at different levels of granularity.

Product Brochure

Moody's Analytics | Economic Capital

Economic Capital

Moody’s Analytics insurance economic capital solution provides critical insights that help evaluate solvency positions and risk-based decision making.

Moody's Analytics | Regulatory Capital

Regulatory Capital

Moody’s Analytics insurance regulatory capital solutions help insurers comply with Solvency II and other similar regulatory regimes.

Moody's Analytics | Solvency

Solvency II

The Moody’s Analytics solution supports the solvency metrics and the associated reporting from both a group and solo perspective for Solvency II compliance.