At Pinnacle, we understand that the “M” in ERM stands for "management," not "models." We can assist you in the initial review, design and documentation of internal economic capital models and marginal pricing frameworks. Our holistic approach to ERM will help you to document your organization’s due diligence regarding ERM to interested parties.
Our expertise and insight comes from decades of tailoring specific solutions that meet the ERM needs of a diverse selection of entities and organizations:
Insurers and Reinsurers
We work with insurers and reinsurers on a variety of ERM projects, including:
- Helping companies articulate their risk appetite
- Building Dynamic Financial Analysis (DFA) models and performing DFA analyses (including company valuations) for insurers and reinsurers
- Working on a variety of issues surrounding capital modeling
- Assisting in the development of reinsurance treaty pricing models that incorporate rating agency capital requirements
- Helping prepare necessary documentation for the capital models that they have developed
- Assisting with design of marginal pricing models for reinsurance companies
- Providing assistance for strategic decisions, such as expanding into new lines of business or regions
- Providing actuarial support for Merger & Acquisition (M&A) decisions
We work with asset managers to develop models that optimize asset allocations and help match the durations of assets and liabilities.
Issues such as aggregation of risk, capital modeling and risk control procedures are all receiving considerable attention by regulators. Pinnacle works with a wide range of clients on these and other ERM issues, and is well-qualified to assist regulatory bodies in these matters.
Pinnacle helps self-insured entities analyze their entire cost of risk associated with the selected retention option. We can analyze various retention levels for a self-insurance plan in an effort to maximize the benefit of the plan, while focusing on the risk appetite of the entity.
Pinnacle has vast experience assisting government insurance entities with ERM projects. Typically, this involves DFA analyses and other studies regarding capital adequacy and reinsurance structures.
Pinnacle’s expert staff helps public entities all over the United States in analyzing their exposures, liabilities and risk management procedures in a cost-effective way.
Enterprise Risk Management Services
Capital AllocationPinnacle actuaries have real-world experience addressing issues related to allocating capital for pricing and associated profitability metrics.
Capital ModelingPinnacle’s team of highly qualified actuaries has experience in all areas of capital modeling, ranging from regulatory perspectives and rating agency models, to models reflecting individual company risk and reward preferences.
Risk AggregationsPinnacle actuaries are experts in identifying how risks interact and aggregate, and in developing methods for quantifying and mitigating these aggregations.
Risk and Reward AnalysesPinnacle understands the dynamics behind the risk-reward trade-off and can help you properly evaluate which risks are worth pursuing.
DFA and Stochastic Financial ModelingPinnacle actuaries have been leaders in Dynamic Financial Analysis (DFA) and other forms of stochastic financial modeling for more than 15 years.