Quantitative requirements
Review SCR and MCR calculations, standard-formula applications, risk modules, assumptions, dependencies and internal or partial-internal-model elements.
Regulatory capital with management relevance
Make solvency frameworks credible beyond the calculation.
Solvency frameworks bring together risk measurement, capital adequacy, governance, forward-looking assessment and disclosure. Their value depends on the coherence of those elements—and on management understanding the assumptions, limitations and actions behind the numbers.
Arocha & Associates supports European and Swiss insurers with proportionate, technically grounded advice across Solvency II and the Swiss Solvency Test.
Engagements may focus on a specific calculation, risk module, model or report, or examine how the full capital and governance framework operates as a management tool.
Solvency II support
Strengthen the connections across all three pillars.
Governance & ORSA
Connect risk appetite, governance, forward-looking scenarios, capital needs, management actions and the Own Risk and Solvency Assessment.
Reporting & disclosure
Improve the consistency, controls and explanation supporting quantitative templates, narrative reporting, public disclosure and management information.
Swiss and cross-framework perspective
Address the local framework without losing the wider risk picture.
Swiss Solvency Test
Support target-capital and risk-bearing-capital analysis, model and assumption review, scenarios, documentation, governance and management interpretation.
Cross-framework coherence
Identify where concepts, data and governance can be aligned—and where local requirements or methodologies require clear separation and explanation.
Management integration
Translate solvency movements and sensitivities into decisions on risk appetite, reinsurance, investment, planning and capital management.
A traceable review cycle
Follow the result from risk exposure to management action.
The work tests not only calculation accuracy, but also assumptions, validation, governance, reporting and decision use.
- 01
Scope
Define the entity, framework, material risks, models, reports and decisions in view.
- 02
Trace
Follow data, methods, assumptions, calculations, controls and reconciliation.
- 03
Challenge
Test sensitivities, limitations, validation evidence, governance and interpretation.
- 04
Embed
Prioritise improvements and connect the result with reporting and management action.
Typical outcomes
A clearer, more decision-useful solvency framework.
More transparent calculations, assumptions, models and sensitivities.
A stronger connection between ORSA, risk appetite, strategy and capital.
Clearer governance, validation evidence and ownership of key judgements.
Reporting that explains the result, its movement and its management implications.
Start with the transparency gap
Where is the solvency framework least transparent today?
We can help isolate a technical or governance issue, provide independent challenge and define practical improvements across Solvency II or the SST.