PREPAR-VIE 利用先进的随机模型为 Solvency II 做好准备
公司规模
Mid-size Company
地区
- Europe
国家
- France
产品
- IBM Algo Financial Modeler
技术栈
- Excel
实施规模
- Enterprise-wide Deployment
影响指标
- Productivity Improvements
- Cost Savings
技术
- 分析与建模 - 预测分析
适用行业
- 金融与保险
适用功能
- 商业运营
用例
- 监管合规监控
服务
- 数据科学服务
关于客户
PREPAR-VIE 成立于 1984 年，是 BRED Banque Populaire 的寿险子公司。PREPAR-VIE 的年保费收入超过 5 亿欧元，为超过 160,000 名个人创建和管理储蓄和寿险合同。该公司需要为管理欧盟保险公司的《偿付能力 II 指令》做好准备。该指令旨在通过设定每家保险公司必须合法持有的资本金额的量化要求（称为偿付能力资本要求 (SCR)）来保护消费者并降低系统性风险。
挑战
PREPAR-VIE 是 BRED Banque Populaire 的一家寿险子公司，需要为管理欧盟保险公司的《偿付能力 II 指令》做好准备。该指令规定了每家保险公司必须合法持有的资本金额的量化要求，称为偿付能力资本要求 (SCR)。然而，PREPAR-VIE 缺乏资产负债管理 (ALM) 的正式解决方案，因此无法及时有效地计算出 SCR 的最佳估计负债。以前，该公司只需在一年内拨备，他们的财务系统可以处理。然而，为了执行《偿付能力 II》所需的随机预测，他们需要一种新方法。
解决方案
为了满足 Solvency II 指令的要求，PREPAR-VIE 实施了 IBM Algo Financial Modeler。PREPAR-VIE 的精算团队使用此工具构建并继续完善一个涵盖约 1,000 个压力场景的随机模型。该模型考虑了所有可能的风险及其概率，使其能够确定资产和负债的未来价值。PREPAR-VIE 使用 IBM 解决方案的嵌入式 Excel 插件将此输出输入 Excel，将其与其他系统的估算值汇总以准备最佳估计负债。该解决方案简化了 Solvency II 的整个流程，估计比竞争解决方案快 20%。
运营影响
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