Institution route · Insurance and reinsurance
Investment-book tails and physical risk need one evidence discipline.
Insurers face two risk languages at once: market risk in the investment book and physical, climate and catastrophe pressure in the operating world. The committee needs a bridge it can audit.
FOUNDER-DIRECT INTAKE · NDA BEFORE DATA · REVIEW-GRADE EVIDENCE
The balance sheet does not care which department produced the risk. SAA links deterministic portfolio risk, physical-to-financial context and governed reporting. It is a challenger layer beside actuarial, CAT, ALM and investment systems – not a replacement for them.
Four places insurance risk becomes cross-functional.
Market, physical and regulatory evidence should not live in disconnected decks when the committee owns the combined exposure.
The investment book moves faster than committee cycles.
Pain. Rates, credit and liquidity stress can change the solvency conversation before quarterly review.
SAA. Deterministic portfolio stress with replayable evidence, recomputed on schedule between committee cycles, with capital-sensitivity context (SCR / RBC vocabularies) – context, not certification.
Physical risk becomes financial exposure.
Pain. Climate, infrastructure, cyber and supply-chain events do not stop at underwriting categories.
SAA. Physical-to-financial translation with cascade context and source-backed evidence.
Reinsurance and concentration need independent review.
Pain. Counterparty, region and peril concentration can look diversified until mapped together – across cedants, retro programmes and perils.
SAA. Concentration and dependency views for committee discussion.
ORSA language needs proof.
Pain. Governance narratives weaken when the numbers behind them cannot be replayed.
SAA. Evidence export with versions, assumptions and cannot-claim boundaries.
Scenario context
Physical risk becomes financial exposure.
Catastrophe, infrastructure and operating shocks become review-grade financial context without replacing CAT models, actuarial judgment or regulatory capital functions.
Four workflows for insurance committees.
Use SAA as an evidence layer beside existing actuarial, CAT, ALM and investment platforms.
Investment-book tails
VaR, CVaR, stress and liquidity pressure for insurers’ investment portfolios, including rates and inflation scenarios relevant to liability-driven allocations. Asset-side analysis only – liability, reserving and matching adjustments remain with your actuarial and ALM functions.
Climate and infrastructure context
Physical, climate, cyber and dependency evidence mapped to operational and financial exposure.
Reinsurance concentration
Counterparty, region and scenario concentration review with explicit evidence boundaries.
Committee reporting
Board-pack output with classification, source trail and replay instructions.
Evidence, not status theatre.
Each institution route returns the same object: numbers, sources, owner, replay path and cannot-claim boundary.
PUBLIC EVIDENCE SNAPSHOT
Proof numbers, not market indices.
Demo book · endpoint-ready.
Fixture values can be bound to the public demo environment without publishing an index, rating or benchmark-like number.
DRCET and deterministic compute
An open method for checking whether a fast risk engine returns the Monte Carlo answer, with deterministic numbers and replayable evidence.
See methodology →Routes to the right surface
Risk Analyzer, Global Risk, ARIN and KOKON are used only where their claim boundary fits the institution workflow.
Open solutions →Independence Charter
No replacement claim, no hidden endorsement claim, no stronger claim than the evidence can replay.
Read charter →FOUNDER-DIRECT INTAKE
Bring one portfolio or one physical-risk workflow.
We return the evidence pack, the replay path and the boundary of what can be used in committee.
After the pilot: scheduled recomputation, evidence refresh each committee cycle, and boundary reviews as your book changes.