Services
Model development and validation, market and credit risk, asset-liability management, pricing and product design.
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We design, build and improve actuarial and risk models that give a decision-ready view of risk, capital requirements and financial resilience. That covers model architecture, methodology, assumptions, calibration, data, aggregation, validation and documentation.
The test we apply throughout is the same: the model has to serve management decisions, not only the regulator.
We model the principal financial risks inside investment portfolios: credit, spread, interest-rate, equity and foreign exchange. Quantitative modelling is paired with scenario and sensitivity analysis to show how shifting market and credit conditions move asset values, solvency capital and the wider balance sheet. The result is a forward-looking view of financial risk rather than a point-in-time one.
We analyse assets and insurance liability cash flows together, supporting investment strategy, balance-sheet management and capital efficiency. The work includes liability cash-flow projection, asset-liability matching, duration and cash-flow analysis, interest-rate and spread sensitivities, credit considerations and Matching Adjustment analysis.
We build and review pricing frameworks that connect product economics to risk, capital and profitability. Experience analysis, actuarial assumptions, cash-flow projections, risk margins and capital requirements come together in a single view, so expected returns can be tested against the capital and the risks the business is actually taking on.
We provide actuarial and financial input across the product lifecycle: design, pricing, profitability assessment and capital analysis. We examine how features, guarantees, options, expenses and policyholder behaviour drive financial outcomes, so a new product is commercially viable and sits within risk appetite, capital requirements and operational capability.
