Regulatory & Capital Transformation

Risk-Based Capital & Solvency Regimes

                •              ZiCARP and Solvency II-style capital models: SCR, MCR, risk modules and correlations.

                •              Internal capital models, partial internal models and parameter calibration.

                •              Capital optimisation, risk transfer and reinsurance strategies.

IFRS 17 & IFRS 9 Implementation and Validation

                •              Gap assessments and implementation roadmaps.

                •              Methodology and model design for IFRS 17 (GMM, VFA, PAA) and IFRS 9 (ECL).

                •              Independent model validation, back-testing, and challenge.

                •              Data, systems and reporting design – integrating finance, actuarial and risk functions.

Regulatory Reform & Supervisory Support

                •              Design of risk-based supervision frameworks for regulators.

                •              On-site inspection tools, templates and rating methodologies.

                •              Capacity building for supervisory staff in risk, capital and actuarial topics.