Fairmat Scenarios

Generation of stochastic and deterministic scenarios for Solvency and IFRS 17 purposes. The scenarios are customized to Clients needs and are the input of ALM systems.

Contact us

Customized economic scenarios

Market: Insurance

Regulatory reference: Solvency, IFRS 17

  • Solution can be installed on premise as Windows Desktop application, alternatively Fairmat can generate the needed scenarios as a service.
  • Independent generation of risk neutral/real world scenarios for various asset classes (interest rates, inflation, credit risk, property)
  • Interface with Bloomberg data (Data License or Professional) and Refinitiv (Eikon / Data Scope).
  • Performing Validation Tests: martingale, volatility, correlation and statistical tests.
  • Different output formats supported (Prophet, MG Alpha and others)
Solutions and services

KID for PRIIP

Document automation

IDD’s POG process support

Solvency Scenarios Generation and IFRS 17

Subscribe to our newsletter

Stay informed with the latest news about our solutions
and the regulation updates we follow.