Solvency and Asset-Liability Check Agent

Regulators and boards expect solvency and asset-liability figures each quarter, and data from mismatched dates can hide a real problem. This agent runs those checks. It loads asset holdings and liability cash flows and first checks that both use the same date and tie to the balance sheet. If not, it reloads and finds the cause. It calculates duration and cash flow gaps by bucket and runs the required capital calculation. It compares results to internal targets and limits and runs set stress tests such as rate shocks. When a measure is within 10 points of target or over a limit, it shows the drivers. A stress case below minimum is escalated. The actuary reviews and decides what to report. Edge case: a block of reinsured business is double counted, which the tie-out catches.