Tag Archives Solvency II

David Smith

Why data quality and governance matters

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Why data quality
This is it, the heart of the insurance industry’s new risk-based capital calculation – the basic solvency capital requirement in Solvency II.  What does this have to do with IT issues, you might ask?

Well, quite a bit! The precise equation depends on the output of five underlying risk modules and five corresponding correlation factors. This gives the impression of scientific accuracy. But digging beneath the surface, each factor within the square root sign is itself a result of a similar calculation. And all of this depends on a raft of data which feeds into a model calibrated using a Value-at-Risk measure, with a 99.5% confidence level, over a one year period.

It all looks very 21stcentury, but perhaps the advice from my 20th century math teachers needs a re-voicing: the work needed to arrive at the answer is more important the answer itself.

Supporting the calculation methodology are hundreds of pages of advice and commentary on data quality requirements from CEIOPS, the Committee of European Insurance Supervisors who are taking a leading role in the preparation of the final legislation.

Long-dated insurance policies (especially whole-of-life and annuities) now on the books of insurers were written in an IT environment very different from today.  For instance, some systems were designed by insurers to support the door-to-door collection of insurance premiums, an outgrowth of 19th century burial insurance. The same systems are now being tasked with the tracking of health and exposure-related information, something they were never designed to do.

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David Smith

Pulling the right levers for Solvency II

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Look before you leap – why you should consider a target operating model approach to your Solvency II programme

The BT Tower is saying 940 days to go – counting down to the opening ceremonies for the London 2012 Olympic Games – a huge event for the UK and London.  But this countdown could also be for a slightly less exciting event, an indication of the limited time frame that European insurers have to prepare for Solvency II.

During January 2010 we are likely to see a growing number of solution announcements ranging from actuarial models to risk management tools to management information and dashboard solutions.  Each proclaims a quick fix in the spirit of ‘getting on with the work’.  But just as the brave souls jumping into the unheated Brockwell Lido before Christmas had to consider the risk of ice scrapes, hypothermia and the impact of cold water on their respiratory systems, so too should insurers consider the scope and complexity a Solvency II transformation before setting out on a specific solution course.

Why further consideration?  With the waves of CEIOPS advice and industry feedback in 2009 – according to CEIOPS there were more than 20,000 comments received on the July Level 2 consultation papers – the complex and interrelated nature of the requirements is becoming clearer. For instance, the inputs required by insurers in developing an Own Risk and Solvency Assessment (‘ORSA’) mean that firms need to pay attention to organisation structure, culture, the debate about risk tolerance in the boardroom, risk profiles and risk tolerance, and their
approach to business strategy and long-term financial planning are all pre-requisites to developing a compliant ORSA solution. Failing to address the ‘tone at the top’ on risk, for instance, could mean that a technical risk management solution may not reflect the scope and depth of risks specific to an individual firm – generic solutions will be of limited value given the ORSA requirement that insurers provide assurance of robust processes to monitor ongoing solvency.

Further examples of complex, interrelated requirements are the capital requirements tests (MCR and SCR) where insurers seeking to maximise business value by adopting internal capital models will need to prove that their data quality, systems, governance and approach to ensuring qualifications of actuarial staff meet a variety of tests imposed by the regulations.

What is needed is a wide-ranging approach to planning and executing the programme required to deliver Solvency II compliance.  The programme should be anchored in a ‘to be’ vision that considers all aspects of a firm’s operating model – the ‘Target Operating Model’ or TOM. The TOM is a important tool to guide, shape and inform the programme over its life cycle with links to governance and benefit realisation; it’s not just a one-off piece of work at the beginning.The ‘levers’ in the operating model should include:

  • Processes and KPIs
  • IT & Infrastructure
  • Financials
  • Customers & Markets
  • Organisational Structure
  • People, Skills & Culture
  • Suppliers & Partnerships

with each lever spanning the three pillars of Solvency II (Pillar 1 – Quantitative, Pillar 2 – Qualitative and Pillar 3 – Markets / Reporting).

Future blogs will explore each of the levers in more depth.  We welcome your feedback on approaches you are using / seeing in the market for operating models.  In particular, we wonder whether the focus on capital calculations has diverted key resources from other Solvency II requirements, such as risk management.

Written by David Smith with input from John Harvie, David Musson and Michael Erras