msg globals

Deriving the SCR with the calculation engine msg.PM

An important element of monitoring insurance products is their influence on the solvability of an insurance company widely known as Solvency 2.

Many insurance companies already have calculation engines in place.  This solution leverages on already existing calculation results that are required as input for the SCR from known market tools such as Moses, Prophet, MG-ALPHA, Market Risk Analyzer and similar.  The calculation engine is then able to perform missing calculation steps and aggregate the inputs according to the defined correlation matrices to arrive at the overall SCR (standard formula).

In addition, the calculation engine has its own design environment, allowing you to adapt or add own formulas where necessary with a controlled test and release process once finalized.