Insurance Curves presents a significant challenge for managing performance and risk in insurance and asset management firms.
World-class data and in-depth knowledge of the market are the keys to compliance.
Tullett Prebon Information brings you both.
We are a wholly owned subsidiary of Tullett Prebon plc, a fully diversified interdealer broker with leading positions in global fixed income securities, money markets, capital markets, equities, energy, credit and associated derivatives products. Tullett Prebon operates in more than 20 countries, with over 200 desks and 1600 brokers globally, and is our principal source of information. Our independent pricing is unbiased, non-position influenced and we have an unrivalled track record in innovation.
We have worked with IDS GmbH - Analysis and Reporting Services, an Allianz company, to add their insurance expertise to our data skills. Together we have developed a comprehensive service to help you address the challenges of Insurance Curves. You’ll have the key information you need to handle both risk management and the calculation of regulatory capital requirements.
This unique service, Insurance Curves, gives you what you need to perform more accurate risk calculations, better manage capital requirements through accurate valuation while also assisting firms in meeting the reporting challenges they will face following implementation of Insurance Curves.
Working closely with IDS GmbH – Analysis and Reporting Services, we have developed a comprehensive series of Insurance curves based on a granular risk data universe tailored to the specific needs of the insurance industry. The curves are designed to help risk managers achieve a risk-sensitive level of regulatory capital and while placing a stronger emphasis on risk management and forward-looking risk governance.
Effective use of the benchmark curves takes you beyond mere compliance and into more robust risk management overall.
Our Insurance Curves Benchmark Curves cover those requirements unique to the insurance world, such as:
This has been achieved by leveraging the global presence of Allianz and the use of its local knowledge in worldwide financial markets. Over 1600 parameters are used in the calibration curve fitting processes. This enables Tullett Prebon Information to include in its Solvency II Benchmark Curves both G20 and Rest of the World coverage for the following data sets:
The curves have been constructed using a broad range of proven methodologies including Bootstrap, Nelson-Siegel, Nelson-Siegel-Spread, Exponential Spline, Polynomial, Smith-Wilson, Linear/Cubic Spline, ‘GDV’ model and Nelson-Siegel Long-Term Anchoring.
All curves are quality assured by elaborate statistical methodologies and expert judgement.