Capital modelling: Correlations in ESGs

Two years ago, Paris-based global insurer Axa decided it wanted to take a more sophisticated approach to capital calculations. The more finely a company can calculate its risk and regulatory capital requirements, the more funds it will have to invest in business development. Axa wanted, in particular, to take control of the economic scenarios that it would use in its stochastic capital modelling process. These scenarios ultimately determine the value of assets and liabilities at future point

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: