Analysis of the non financial risks

  1. Evaluation of the passivity and interactions with the assets portfolio (Asset Liability Management), with particular reference to life sector and to the Italian separate account
  2. Technical-actuarial support in the calculation of QIS and Stress EIOPA Test for all the sectors of the insurance business (Life, Not-life and Health)
  3. Implementation of statistic-actuarial models for the calculation of the Best Estimate (Life, Not-Life and Health)
  4. Estimate of capital for the Not-Life Underwriting Risk requirement through the use of Standard Formula, Undertaking Specific Parameters internal model
  5. Implementations of methodologies for the calculation of the requisite of capital for the Premium & Reserve Risk with partial internal model approach
  6. Evaluations of Life Underwriting Risk, particularly on the Italian separate account
  7. Use of statistic-actuarial methodologies for the aggregation of risks (Copula-based Models) for the calculation of the Capital Requirement
  8. Allocation and reallocation of the Solvency Capital Requirement on the different lines of business in order to determine the profitability of every line of business