Actuarial Insights

Actuarial insights and analysis on Solvency II, matching adjustment, balance sheet optimisation credit risk modelling and insurance regulations.

Assessing risk in "highly predictable" cashflows

December 19, 2025
Discussion of the requirements for the use of "highly predictable" assets in Solvency UK MA portfolios

Corporate bond credit transition risk

December 18, 2025
One of the most material risks for life insurance companies is associated with corporate bond transition and default risk. Life insurers hold material amounts of corporate bonds and the risks of default or credit rating downgrade pose a risk to the balance sheet.

IFRS 17 Default Model Historical Calibration

June 15, 2021
Using the Vasicek default model for IFRS 17 discount rate calculation

Prepare for Impact from COVID-19

September 2, 2020
The expect economic impact of Covid was discussed at the start of the pandemic

MA optimisation – Experience at LV=

July 6, 2017
The experience of LV= in optimising their Matching Adjustment portfolio with Sharpe Actuarial in 2016.

Optimising hypothecation in matching adjustment portfolios

April 28, 2016
Creating the best possible matching adjustment portfolio involves many aspects. James Sharpe explains the difference that optimal hypothecation can make
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