The presentation slides “Sustainability: Explanation of EIOPA’s latest advice and practical guide to integrating transition risks into ORSA and investment decision-making” are not only of interest to our Luxembourg colleagues. Download them here!
Stakeholders of financial institutions demand that the objectives of SDG are an integral part of the product. Triple A – Risk Finance, Innorbis and LINKS Analytics developed a model to apply SDG integrally in the investment cycle.
Chaining is a powerful construct supported both by Python and R. Feel free to try it yourself, code and data can be found here.
What do we consider a good model? A model that runs fast and can run via cloud? A model with a lot of features and few (known?) bugs? Do particular programming languages or software packages make a good solution? Read the opinion of Robert Poos.
The retrospective CSM is the source of some major IFRS 17 implementation challenges. Carlo Jonk offers the solution by using prospective valuation.
Triple A – Risk Finance is growing. And now that Triple A is working for a growing number of clients in Spain, such as VidaCaixa, Medvida and Zurich, it’s time to open an office here.
The implementation of IFRS 17 and determining the Contractual Service Margin (CSM) for existing insurance contracts presents insurers with major challenges.
The primary objective of data science is adding value to the business, using data. This is where a well selected AutoML platform can make a difference.
Postponing the introduction of IFRS 17 and IFRS 9 gives insurers more time to work out important issues, such as the choice of interest rate curves to be applied and the methodology for risk adjustment.
Basel III still has a future as the latest refinements introduce an output floor, minimum capital requirements are calculated for various financial and even non-financial risks. If you do a deep dive a whole new universe opens up.