Moody’s Analytics Launches New B&H Economic Capital Calculator Solution for
EDINBURGH, United Kingdom -- March 11, 2013
Moody’s Analytics, a leader in risk measurement and management, today
announced the addition of the B&H Economic Capital Calculator to Moody’s
Analytics Capital Modelling Framework. A Monte Carlo based aggregator, the B&H
Economic Capital Calculator helps life insurers to process large data volumes
associated with capital modelling.
Moody’s Analytics developed the solution using enterprise technology to help
users meet the high performance requirements for economic capital
calculations. The solution also helps insurers to create enhanced audit trails
in support of regulatory reporting.
“Implementation of global solvency regulations continues to be a key business
priority for insurance companies,” said Andy Frepp, Managing Director of
Moody’s Analytics Insurance Solutions. “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
The B&H Economic Capital Calculator has been designed to reduce implementation
costs and can be fully integrated within existing production processes. This
is particularly important for employing what-if analysis in support of
informed business decision-making.
When the B&H Economic Capital Calculator is used in conjunction with B&H Risk
Scenario Generator and B&H Proxy Generator, Moody’s Analytics Capital
Modelling Framework provides an end-to-end capital modelling solution that can
be used to meet regulatory requirements or internal management purposes.
Together, these solutions will help insurers use risk based metrics to better
manage their capital position and how it might evolve.
For more information, visit
About Moody’s Analytics
Moody’s Analytics helps capital markets and risk management professionals
worldwide respond to an evolving marketplace with confidence. The company
offers unique tools and best practices for measuring and managing risk through
expertise and experience in credit analysis, economic research and financial
risk management. By providing leading-edge software, advisory services and
research, including proprietary analyses from Moody’s Investors Service,
Moody’s Analytics integrates and customizes its offerings to address specific
business challenges. Moody's Analytics is a subsidiary of Moody's Corporation
(NYSE: MCO), which reported revenue of $2.7 billion in 2012, employs
approximately 6,800 people worldwide and has a presence in 28 countries.
Further information is available at www.moodysanalytics.com.
JESSICA SCHAEFER, 212-553-4494
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