The expertise of our team of insurance solutions engineers includes producing tailor-made analyses and solutions, in the context of a fully customised approach, in response to the needs of insurance companies, including asset / liability management (ALM), hedging, regulatory constraints and capital use and optimisation.
- Assess the optimal fixed-income and equity investment universe to achieve defined objectives
- Examine the potential added value of alternative investments
- Plan a potential allocation trajectory towards reaching objectives
- Analyse potential flows and how they will be impacted by different market scenarios
- Anticipate, from an opprtunities vs risks perspective, the impact of regulatory changes, or modifications to the insurer's own objectives (non-financial / ALM / SCR budget/ IFRS9...).
The desired result can be assessed in several ways, including accounting yield, solvency and other ratios, capital gains or losses and cashflows.
Within the insurance department, the insurance solutions team works in close collaboration with all of the portfolio managers to find the best response to investors' preoccupations.
Financial engineering, ALM & portfolio acquisition
- Portfolio acquisition or restructuring analysis
- Strategic long-term allocation under liabilities constraints
- Bond investment universe screening analysis
Investment and capital deployment framework optimisation
Investment framework optimisation and defining limits or leeway by asset class
Regular review of investment framework following innovation and structural market changes
Portfolio review in the context of capital optimisation / modification
Seeking yield, hedging/overlay
- Multi-criteria analysis covering the seacrh for yield, based on our 5-year outlook
- Review of market innovations and structured solutions
- Analysis and implementation of tactical or strategic hedging
Regulatory, accounting & market screening
- Regulatory changes screening: Solvency 2, IFRS 9 & 17, local GAAP accounting standards, European taxonomy, etc.
- Analysis of structural impacts and their effect on solutions offered in the market