RSS logo
Home > Our services > Actuarial Services > Financial quantitative services

Financial quantitative services

The regulatory and accounting environment for financial institutions require you to follow increasingly complex guidelines and principles.

The solvency framework forces banks and (re)insurers to implement internal models to quantify all the risks they are exposed to. Furthermore, IFRS accounting standards ask for ‘fair value’ approaches for the valuation of financial instruments.

Mazars Actuarial Services is offering you to:

  • Audit your tools and models applied for valuating financial instruments for all market segments
  • Support you on building internal models for market risk, such as replicating portfolio and ‘stochastic on stochastic’ and/or for credit risk, like internal rating and credit risk portfolio models
  • Develop and audit a market-consistent economic scenario generator
  • Provide support in choosing appropriate valuation models and reserving principles for valuation adjustments
  • Support you in designing efficiency tests for the hedge accounting in line with IAS 39 standards
  • Support in employing up-to-date software like Price-it® for valuation or risk quantification purposes

Contact

Udo Lichtenstein

Dr. Udo Lichtenstein

Director, Head of Actuarial Services
+41 44 384 93 62

Publication

Actuarial Services (Switzerland)

Actuarial Services

01 November 2010

Die Finanzbranche und insbesondere die Versicherungsindustrie sehen sich zunehmend mit ökonomischen Rahmenbedingungen sowie aufsichtsrechtlichen Anforderungen konfrontiert, deren Bewältigung eines technisch ausgereiften Risikomanagements bedürfen.

IFRS 4 Insurance News

IFRS 4 Insurance News

01 December 2010

The IASB exposure draft on Insurance Contracts (ED), the planned replacement for IFRS 4, was published on 30 July 2010. In this technical bulletin, Mazars will explore some of the key questions the ED raises.