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The role of group has moved from reporting to active management of risks in the context of capital. This has placed new demands to gather, process and report exposures, and demonstrate that the business is managed from these.

This has led to the introduction of complex risk modelling technologies and increased the demand for aggregating data from multiple business units. Having implemented first-generation solutions, the industry is now looking at strategic re-engineering of their infrastructure to be more re-active to business needs.

We are working with many of the world's largest insurers to streamline their risk and finance environments.

Common activities undertaken include:

  • Development of bespoke applications to improve Business Unit data capture and aggregation.
  • Migrating End User Applications (such as Excel) into more robust technologies.
  • Re-architecting both vendor and internally developed models to improve performance (such as Algorithmics, Markit Analytics, R and MATLAB).
  • Implementing new technologies to enhance Solvency II and IFRS reporting.
  • Asset model development and validation.
White paper

Pricing discrete barrier options and credit default swaps under Lévy processes

Discretely monitored barrier options under Lévy models, including single and double barrier options and first-touch digitals, as well as CDS and defaultable bonds. By Marco de Innocentis and Sergei Levendorskiia

Model TCO: reducing waste in financial analytics

Riskcare provides a unique combination of business, quant, risk and technology practitioners – providing solutions for a wide variety of modelling applications. By Riskcare

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