Case Study Four | Asset Manager Benefits From Actuarial Expertise

A UK asset manager was able to produce a bespoke fund report regulatory reporting within 3 working days while gaining actuarial expertise at the same time.

Problem Statement

A UK Asset Manager Produce needed a bespoke fund report (Market Risk SCR, Asset value and Asset Allocation) that is used by management and for public/regulatory reporting:

  • Using bespoke assumptions
  • Within 3 working days of providing new data (monthly reporting cycle)
  • On complex assets (convertible bonds)

MBE Solution

  • Created the methodology on how to calculate the relevant SCR for convertible bonds
  • Created dashboards for each fund to enhance asset manager’s reporting capability when meeting with investors

Result and benefits

  • Client benefited from actuarial expertise:

    • Methodology and calculation of SCR for complex assets

  • Bespoke result for client:

    • Output tailored to using specific client assumptions and client format required for further discussions with potential investors

  • Meeting required timescales:

    • Delivered within 3 working days upon receiving data


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