Acta senatus

Data projects

  • DS&C (Data Systems & Change).
  • Model point preparation.
  • Assumption data management.
  • E2E (End to End) testing.
  • Balance sheet & AoM testing.
  • Data checks.

Services

gallery/1_ico
gallery/2_ico
gallery/3_ico

Valuation support

  • Extracting model output to Excel reporting templates.
  • Updating spreadsheets as per latest valuation requirements.
  • Regulatory reporting.
  • Analysis of Surplus.
  • Stress testing / SCR calculation.
  • Experience analysis.
  • Populating QRTs.

Prophet model development

  • EU business separation (Brexit preparation).
  • New business modelling for ORSA projection.
  • Model rationalisation and product streamlining (IP / PHI / Life).
  • Assumptions (e.g. inception rates, expenses) and process control (e.g. AOC, SCR).
  • Pricing management and premium rate control.
  • Adding reinsurance functionality to existing Prophet model.
  • Calibration of rates and margins for best estimate, reinsurance and deduction mortality.
  • Solvency II insurance / market stress functionality.