General Information & Client Service
  • Americas: +1.212.553.1653
  • Asia: +852.3551.3077
  • China: +86.10.6319.6580
  • EMEA: +44.20.7772.5454
  • Japan: +81.3.5408.4100
Media Relations
  • New York: +1.212.553.0376
  • London: +44.20.7772.5456
  • Hong Kong: +852.3758.1350
  • Tokyo: +813.5408.4110
  • Sydney: +61.2.9270.8141
  • Mexico City: +001.888.779.5833
  • Buenos Aires: +0800.666.3506
  • São Paulo: +0800.891.2518

Register for the Course

There are no sessions currently scheduled

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

RELATED SOLUTIONS
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.