Evolving Credit Risk Management for Complex Insurance Portfolios

To better manage risk interactions, insurers are increasingly integrating market and climate factors into their credit risk framework. Furthermore, complex general account (GA) portfolios demand comprehensive model coverage, encompassing growth in exposure to private assets and securitized products. 

MSCI credit solutions equips insurers with flexible multi-asset class modeling capabilities, granular and customizable risk settings, and multiple lenses to quantify market, credit, and climate risk interactions.  

In this session, MSCI experts provided insight and demonstrated how insurers can leverage our platform to measure and manage market and credit risk.

Agenda Topics:

• Analyzing insurance portfolio risk with credit-only simulations
• Integrating GA portfolio market and credit simulations
• Incorporating climate-adjusted probabilities of default into credit simulations