Solvency II for asset management (SolvAM)

Asset managers who manage direct investments on behalf of insurers are affected by Solvency II through the outsourcing rules contained in MaRisk VA (German minimum requirements on risk management for insurers). Solvency II is also an important issue for investment companies whose funds attract investment from insurers. While insurers need information about their investments to meet their strict Solvency II reporting requirements, it is also the case that an appropriate investment strategy and appropriate products can help those insurance companies (as customers) to manage their equity requirements more effectively.


We can help you to design suitable products and implement Solvency II requirements into your reporting system. Together with a large capital investment company (Master KAG), we conducted a market study into what insurance companies require from asset managers (see Institutional Money May 2013). The study revealed that small insurance companies in particular have a high need for support. 



In particular, asset managers must also take account of the effects on capital requirements for insurance companies when making future investment decisions. Using d-fine’s SolvAM software, you can simulate the impact of your products on the Solvency Capital Required (SCR) for a typical insurance portfolio. SolvAM calculates SCR using the standard formulae for a wide range of products, and with due regard for actuarial practice through the use of benchmark instruments.


Contact us now to arrange a no-obligation SolvAM presentation.