Moody’s Analytics has introduced the B&H Economic Capital Calculator to its Capital Modelling Framework.
The B&H Economic Capital Calculator features enterprise technology and is aimed to help process large data volumes associated with capital modeling for life insurers.
Designed to help users meet the high performance requirements for economic capital calculations, Moody's Analytics developed solution will also help insurers to generate enhanced audit trails in support of regulatory reporting.
Moody Analytics Insurance Solutions managing director Andy Frepp said, "Moody's Analytics has responded to the need for intuitive economic capital modelling by creating a cutting edge Monte Carlo solution that allows management to embed capital metrics into day-to-day operations."
In addition to reducing implementation costs, the B&H Economic Capital Calculator can be deployed in conjunction with B&H Risk Scenario Generator and B&H Proxy Generator to better manage user's capital position.
The Capital Modelling Framework is intended to offer end-to-end capital modelling solution to meet regulatory requirements or internal management purposes.
