Review

Develop the DFA model to cover the whole Group including Amlin Bermuda and all investment assets.

Successfully completed so that economic analysis is possible over whole enterprise.

Continue to develop our catastrophe risk aggregation and modelling.

Aggregate data capture and analysis capabilities have been enhanced with the development of a flexible tool. A number of classes, including direct property and terrorism, are already reporting detailed aggregates on a regular basis.

• Deliver new risk assessment and reporting framework including new risk reporting tool.
• Develop Enterprise Risk Management benchmarking reporting from new risk reporting tool and DFA model.
• Improve aggregate data capture across all relevant classes of business so that Amlin has an increased capability and enhanced reporting against exposure limits.
• Develop investment risk management capability following recruitment of Head of Investment Risk.