Central to these economic frameworks are market-consistent internal models.  ARC has experience and expertise developing models supporting these requirements with particular emphasis on addressing the challenges posed by advanced US-based financial products such as indexed, variable and fixed account life and annuites.

 

For economic capital based measures, ARC has successfully partnered with clients to design and enhance the end-to-end processes including:
 

• Optimizing model functionality to support individual risk calculations

• Designing the pre/post model calculations to support aggregated risk calculations

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In supporting reporting frameworks where the income statement is an area of focus such as embedded value and IFRS 17, we have worked with clients on the processes, data management and model functionality to support the production of the analysis of change in a controlled environment.​​