A fresh take on risk and valuation

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IFRS 9 for insurers

Calculation and Modelling Solution
Designed to meet requirements of Risk Management department

The new standards require insurers to calculate 12-month and lifetime Expected Credit Loss in the forward looking way that would capture current trends in the business cycle. For this purpose Finalyse offers a tool that is highly flexible and can effortlessly be adjusted to the specific environment of each individual client (i.e. model specifications as well as layout).

The service is tailored for: Government bonds, Government related bonds, Supranational institution bonds, Covered Bonds, Financial bonds and Corporate Bonds. Can be also useful for: Pools of mortgages, Mortgage backed securities, Loan Commitments

Comment Finalyse peut vous aider à relever ces défis ?

Methodology that is easy to explain, understand, implement and is based on solid theory and does not require complicated data sets.

We can adjust the specificities of our ECL modelling to accommodate for particularities of your enterprise/assets and reflect them better

Our methodology is specifically designed for Insurance companies and the assets they typically hold.

Finalyse can leverage its substantial experience in providing similar services to the banking institutions.


We do the heavy lifting developing the ECL models so that insurance institutions could allocate their time and expertise to the core activities.

Eased compliance without much strain on operations

Development of new methodologies and models that are essential from a regulatory standpoint but do not contribute much to the overall business.

To get all your questions answered
Contact us

Comment cela fonctionne-t-il en pratique ?

Key Features

  1. Simple and intuitive approach that demands little contribution from the insurers themselves
  2. The standard tool can be further adjusted to incorporate specific methodologies on demand 
  3. This solution may be provided as a managed service or directly implemented at the client’s site 
  4. Provides all necessary inputs for disclosure requirements (reporting) on the impairment model stream
  5. The solution can be easily embedded to the data and IT infrastructure of the client
Bruno Kahilu Muyeye
Managing Consultant - Expert in SAS Solutions / IFRS 9 for Insurers / CRR3 & Basel IV

Bruno Kahilu Muyeye is a Managing Consultant with more than 10 years in risk management.  He has a broad knowledge of SAS Risk Solutions for Banks and Insurance companies and has been involved in several SAS implementation projects such as Regulatory Capital Management (RCM), IFRS9/IFRS17 or Market Risk Management. Bruno is a certified Financial Risk Manager (FRM) and Professional Risk Manager (PRM).