ORSA
We assemble the own risk and solvency assessment as one document, pulling the component models, scenarios and stress results into the narrative your board signs and your supervisor reads.
Insurance Stress
Testing
How the solvency position holds up under stress, and the assessment your board signs and your supervisor reads.
Stress Testing Deliverables
Scenario Analysis
We build the adverse scenario models your capital plan is tested against, and calibrate each severity to a stated likelihood.
Reverse Stress Testing
We push the business plan against its downside and keep pushing until it breaks, so the capital buffer and the reverse stress test come off the same models and the same assumptions.
Frequently Asked Questions
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The test of an ORSA is whether the board uses it. At Gini we build multi-year solvency projections off your own capital and reserving models, design a scenario library calibrated to your exposures rather than to a published set, and run reverse stress testing that names the conditions under which the firm fails.
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Yes, and a review is usually the cheaper first step. The findings Gini sees most often are scenarios that are severe in the narrative and mild once translated into the variables the models consume, and management actions credited in the projection that nobody has committed to. Both are fixable without rebuilding a model.
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Severe enough to bind, and built from where your losses would actually come. An insurer concentrated in one line or one region is stressed by variables a market-wide scenario barely moves. At Gini we derive the scenario from your own concentrations and document why each path was chosen.
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It starts at failure and works back, so the output Gini hands your board is a threshold rather than a ratio under an assumed path. Boards engage with it because it names the level of loss the firm cannot absorb, instead of confirming that a scenario somebody chose is survivable.