Case studies

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Nematrian has been involved in a wide range of assignments. Some examples are detailed below:


-          Solvency II internal model: a life insurance company client wanted advice on whether it should adopt an internal model for its Solvency II Solvency Capital Requirement.


-          Solvency II Reporting: an asset manager wanted advice on how best to provide reporting to its insurance company clients that would help those clients with their Solvency II needs.


-          Portfolio construction seminars: some asset managers wanted ideas on how best to structure and implement a range of asset allocation techniques.


-          Market risk modelling: a non-life insurance company wanted advice on whether and how best to incorporate market implied data in its market risk modelling.


-          IORP II and Holistic Balance Sheets: a professional body wanted to understand better how IORPs might practically be able to prepare ‘holistic’ balance sheets.


Please contact us if you want to discuss any of these case studies or related topics further.


Some of the tools in Nematrian’s online web function toolkit were developed to help with these assignments (e.g. functions and associated spreadsheets relating to SolvencyII, to portfolio optimisation and pension fund cash flow projections).


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