Insurance Company
Clients
LumRisk supports insurers with a robust, regulator-ready analytics framework designed for risk oversight, Solvency II, ALM-aligned reporting, and multi-asset portfolio monitoring. Our platform strengthens governance by providing transparent, independent views of exposures, factor drivers, stress resilience, and capital-relevant risk metrics.
Regulatory & Solvency-Aligned Risk Monitoring
Monitor portfolios through metrics aligned with Solvency II, ORSA, and internal risk appetite frameworks. Full re-pricing CVaR, sensitivities, stress tests, and liquidity metrics help insurers quantify downside risk, assess capital efficiency, and understand portfolio behaviour under regulatory scenarios.
Consolidated Oversight Across Managers & Overlays
Aggregate exposures from external asset managers, internal mandates, and systematic overlays into a single, consistent risk view. Identify concentrations across asset classes and strategies, evaluate mandate adherence, and gain a unified understanding of portfolio-level risk contributions.
Scenario Analysis & Capital Impact
Run custom and regulatory stress scenarios, such as interest-rate shocks, equity drawdowns, inflation regimes, and volatility spikes, to quantify impact on asset portfolios. Evaluate how systematic overlays and hedging programs affect capital ratios, risk margins, and balance-sheet robustness.
Data Quality, Governance & Reporting
Benefit from validated, enriched, regulator-ready data that supports actuarial teams, risk committees, and supervisory reporting. Flexible file delivery, robust auditability, and automated compliance checks help insurers meet governance standards while reducing operational complexity and model risk.
Case Study from LumRisk
Challenge
The insurance company has multiple subsidiaries, each holding and managing separate asset pools.
Each subsidiary invests through specialized mandates, investment funds, and direct positions.
The company holds over 10,000 underlying positions in all.
The insurance company could only calculate its Solvency II risk capital requirements once a year, due to its global custodian’s cumbersome, time consuming and error-prone process.
Solution
LumRisk set up direct monthly data collection of all underlying data from all managers and over 100 investment funds, and streamlined data cleaning, normalization, and risk modelling.
We now produce, with a high degree of accuracy, monthly consolidated performance analysis reports, and quarterly datasets used by the client in its reporting.
The group treasurer can seamlessly perform detailed analysis at all levels of aggregation, such as mandates, funds, pools, subsidiaries or the consolidated group.