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Life Insurance

Life insurers are facing unprecedented challenges, such as negative interest rates, major regulatory changes and complex behavioral changes. They thus need to adjust their strategies and models. Sia Partners has developed a specialized expertise to help insurers overcome these challenges.

Business Valuation

Having expertise in the modeling and projection of portfolios, Sia Partners regularly performs valuation assignments such as M&A, ORSA, creation of a business continuity plan or a recovery plan.

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Value Approach

Experienced in business plan issues and business value assessments, Sia Partners has structured our approach around the notion of value, projection of balance sheets and income statement forecasts, calibration of actuarial assumptions and construction of sensitivity tests.

ORSA

Sia Partners carries out reviews of ORSA models, deploys alternatives to existing models for medium-term solvency projection via proxies. The analyses of results and their consistency are structured according to bespoke approaches.

Our M&A Offer

Sia Partners assists insurers in assessing the value of a portfolio of contracts, a subsidiary or an investment, in the context of M&A, ORSA or RPP.

Responsible Investment

The background of economic and ecological uncertainty calls into question the fundamentals of long-term savings. In this regard, Sia Partners assists clients in the conception of new responsible saving and pension products to meet the customer’s preferences.

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Support in creating an FRPS

Sia Partners assists clients throughout the process of setting up a supplementary occupational pension fund (FRPS): feasibility, impact studies, identification of eligible assets and creating a file with the regulator.

Support in creating a responsible PER

Our experts can help you create a French Pension Plan (PER): identification of the target population, choice of investment vehicles, calibration of management policies and implementation of key performance indicators (KPIs).

Model Review

Sia Partners has built an ALM model review offer including critical analysis of structural methodological principles, regulatory compliance, deliverable consistency, and code optimization. Alternative parallel runs complete our approach.

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Prudential calculation review

Sia Partners has built a review offer for prudential models based on model-assumption analysis, data checks, analysis of the compliance of methodologies, their consistency as well as those of input and output.

Actuarial function report

Sia Partners' approach combines assumption review, data quality control and tailor-made sensitivity test design. Our deliverables aim to exhibit the compliance of the model, its limits and areas for improvement, in a clear and structured way.

Our “Parallel Runs” offer

To ensure the reliability of ALM model evaluation, our "Parallel Runs" offer consists of creating a mirror of the existing model, analyzing discrepancies and understanding what’s causing them, to provide areas of improvement.

Modeling

Sia Partners has a solid experience with market tools (Prophet, Solvéo, R, etc.) thanks to partnerships with major software publishers in the industry. Our experts support the development of ALM models according to new regulatory or economic requirements.

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Market value modeling – Life ALM

Sia Partners supports its clients in ALM model construction. This requires, for example, the definition of actuarial assumptions, the optimal granularity of model points, the asset allocation or the discretionary participation (PB) distribution strategy, or finally policyholder’s behavior.

Code’s development on dedicated tools

Sia Partners has developed expertise in market ALM tools to adapt existing models to new constraints which may be regulatory, economic, about the addition of new functionalities or linked to code optimization considerations.

Economic Scenario Generators

Sia Partners has developed an offer to ensure the consistency of the Economic Scenario Generator (GSE) configuration and its generated scenarios. The aim is often to justify their compliance with the French Regulator’s (ACPR) expectations.

ALM training modules

Thanks to its regulatory watch and the experience acquired on all the market tools, Sia Partners has designed training modules dedicated to asset-liability management techniques and how they are impacted by changes in regulatory requirements.