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

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