Regulatory Reporting Solutions

For Insurers

Under Solvency II, insurers based in Europe must provide transparency on the cost of capital related to underlying assets and demonstrate that they meet Solvency Capital Requirements (SCR). Increasingly, asset managers wanting to establish and maintain relationships with European insurers need to consider Solvency II compliance. MSCI’s reporting package aims to streamline reporting across a broad spectrum of asset classes, including alternatives.

The reporting package calculates Solvency Capital Ratios (SCR) using the Standardized Approach on position level data. It also includes the following standard reports:

• SCR Dashboard
• SCR Diagnostics
• Tripartite report

For more information on our Solvency II solution for Insurers:

Consolidate and compare risks and opportunities across the porfolio, including bonds, credit derivatives and traditional retail exposures.

MSCI's advanced analytics, speed and distribution capabilities aim to empower insurance clients to analyze positions, opportunities and risks across lines of business. Keep pace in a dynamic environment and quantify overall credit risk by capturing market exposures, rating changes and default risks within Value at Risk (VaR) and Expected Shortfall frameworks.

The solution calculates Credit Risk due to migration and default using CreditMetrics®, which is designed to allow clients to quickly and efficiently measure and report Concentration Risk and Contributions to Economic Capital.

For more information on our Economic Capital solution for Insurers:

MSCI offers financial institutions with a streamlined, automated and integrated regulatory capital management solution while also supporting their reporting requirements. It combines our strong analytics and market data via a new Capital Module in RiskManager, that institutions can use to help align with the Standardized Approach and the Internal Model Approach. Our experience in modelling complex risk calculations and our data and reporting infrastructure enable us to help clients by offering an end-to-end solution for the Standardized Approach and an analytically focused solution for the Internal Model Approach.

For more information on our Regulatory Capital solution for Insurers: