Risk, Capital & ORSA Support

Analytical support for solvency assessment, ORSA (Solvency II) and Financial Condition Reports (South Africa SAM). Stress testing, capital modelling, scenario analysis and documentation. Your qualified actuaries retain sign-off on all regulatory submissions.

Where terminology varies, work varies with it

ORSA and FCR are jurisdiction-specific processes with different governance, timing and content expectations. We calibrate our support to the framework you are operating under, whether that is UK PRA, EU EIOPA, South African SAM or another market.

The analytical work translates. Solvency calculations, stress and scenario testing, capital modelling and documentation are broadly similar across markets. The ownership boundary is always clear: judgement, methodology and sign-off stay with your qualified actuaries.

  • UK: PRA SS2/21, Solvency II UK
  • EU: Solvency II, EIOPA guidance
  • South Africa: SAM, FCR
  • US: NAIC ORSA
  • Bespoke local frameworks

Where analytics support risk and capital work

Solvency capital calculations

Standard formula calculations, sub-module analysis, and reconciliation to prior periods.

Stress and scenario analysis

Reverse stress tests, deterministic scenarios and combined stress modelling for ORSA, FCR and internal use.

Capital model support

Internal model calibration support, parameter reviews, backtesting and documentation.

Documentation

ORSA and FCR document drafting support, aligned to your standard formats and internal review process.

Risk register support

Risk quantification support, control-effectiveness assessment and risk register maintenance.

Regulator query response

Preparing analysis and documentation to support regulator queries and reviews.

Choose your engagement

Risk in context

Discuss risk and capital capacity

Tell us the framework and cycle timing. We will come back with a proposal.