Identify, Manage and Report
We are currently working on Solvency II valuation of liabilities in connection with specific Danish legislation. The preliminary findings were presented at a Deutsche Bank seminar the 24. March 2010. Among these are a CDO valuation of discretionary bonuses and a closed form valuation of surrender options (Danish: Solvens II værdiansættelse af hensættelser, bonusoption og genkøbsoption)
Create your own spread sheet based performance reports with our unique COM Automation Server and a comprehensive fomula editor with parser functionality.
Generic cash flow generator for Technical Provisions in Solvency II. User friendly specification of state model and pay-out expressions for life insurance products.
Our complete DFA / ALM tool for Solvency II compliant and market consistent valuation and risk assesment. Modelling is based on double entry accounting.
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December 2010 |
Danish: Dokumentation og revision af selskabets kontribution Præsenterer en kvantitativ metode, der kan bruges til at dokumentere rimeligheden af selskabets kontribution. |
February 2010 |
Danish: Markedsværdier, resultatopgørelse og genkøb Indeholder bla. en præsentation af en simpel metode til Solvens 2 værdiansættelse af genkøbsoptioner |
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