| M-001 |
VM-20 Statutory Reserves (Life) |
1 |
monitoring |
RAT-001-v7.0.2
|
| M-002 |
VM-21 Statutory Reserves (Variable Annuity) |
1 |
monitoring |
RAT-002-v1.0.2
|
| M-003 |
VM-22 Statutory Reserves (Non-Variable Annuity) |
1 |
development |
RAT-003-v1.0.3
|
| M-004 |
Asset Adequacy Testing (AG 53) |
1 |
monitoring |
RAT-004-v1.0.1
|
| M-005 |
AG 55 Affiliated Reinsurance AAT |
1 |
development |
n/a
|
| M-007 |
Group-Benefits IBNR Claim Reserving |
1 |
monitoring |
RAT-007-v1.0.2
|
| M-008 |
Closed-Block / Policyholder-Dividend-Obligation Glidepath |
1 |
monitoring |
RAT-008-v1.0.1
|
| M-020 |
LDTI / ASC 944 GAAP Reserves |
1 |
monitoring |
RAT-020-v1.0.0
|
| M-021 |
IFRS 17 Reserves & CSM |
1 |
monitoring |
RAT-021-v1.0.1
|
| M-040 |
CECL Bond Loss Model |
1 |
monitoring |
RAT-040-v1.0.2 (conditional)
|
| M-041 |
Funds-Withheld / Modco Reinsurance Embedded Derivative |
1 |
development |
n/a
|
| M-050 |
RBC / C-3 Capital Sufficiency |
1 |
monitoring |
RAT-050-v1.0.1
|
| M-051 |
ORSA Stress Testing & Solvency Projection |
1 |
monitoring |
RAT-051-v1.0.1
|
| M-052 |
Counterparty Concentration & Network Risk |
1 |
monitoring |
RAT-052-v1.0.1
|
| M-053 |
Liquidity Risk Model |
2 |
monitoring |
RAT-053-v1.0.1
|
| M-054 |
Bermuda BSCR Capital |
1 |
development |
RAT-054-v1.0.4
|
| M-055 |
Reinsurance Cession Optimization |
1 |
development |
n/a
|
| M-070 |
Annuity Product Pricing Suite |
1 |
monitoring |
RAT-070-v1.0.2 (conditional)
|
| M-071 |
Traditional Life Pricing |
2 |
monitoring |
RAT-071-v1.0.1
|
| M-072 |
Pension Risk Transfer (PRT) Pricing |
1 |
monitoring |
RAT-072-v1.0.2 (conditional)
|
| M-090 |
P&L Attribution (Source of Earnings) |
2 |
monitoring |
RAT-090-v1.0.2 (conditional)
|
| M-100 |
ALM Cash Flow Projection & Duration Matching |
2 |
monitoring |
RAT-100-v1.0.1
|
| M-110 |
Hedge Effectiveness & Derivative Projection |
2 |
monitoring |
RAT-110-v1.0.1
|
| M-115 |
Strategic Asset Allocation |
3 |
monitoring |
RAT-115-v1.0.0
|
| M-120 |
GOES Economic Scenario Generator |
1 |
monitoring |
broken
|
| M-130 |
Bond & Fixed Income Pricing — OAS / Duration / Convexity Family |
2 |
monitoring |
RAT-130-v1.0.1
|
| M-131 |
Equity Option Pricing — Black-Scholes-Merton Family |
2 |
monitoring |
RAT-131-v1.0.1
|
| M-132 |
Interest Rate & FX Derivative Pricing — Multi-Curve / Hull-White / Black-Bachelier / SABR Family |
2 |
monitoring |
RAT-132-v1.0.1
|
| M-133 |
Credit Pricing — Hazard-Rate Family |
2 |
monitoring |
RAT-133-v1.0.3
|
| M-134 |
Structured Product Pricing — Constant-CPR Prepay / Spread-to-Curve Family |
2 |
monitoring |
RAT-134-v1.0.1
|
| M-135 |
Futures Pricing — CTD / Convexity / Fair-Value Family |
2 |
monitoring |
RAT-135-v1.0.1
|
| M-136 |
Volatility Surface Construction — SVI / SABR Calibration Family |
2 |
monitoring |
RAT-136-v1.0.1
|
| M-137 |
Curve Construction — No-Arbitrage Bootstrap / Multi-Curve Family |
2 |
monitoring |
RAT-137-v1.0.1
|
| M-200 |
Industry Rating Model (Prism Score) |
3 |
monitoring |
RAT-200-v1.0.1
|
| M-210 |
Industry Intelligence Analytics Suite |
3 |
monitoring |
RAT-210-v1.0.0
|
| M-420 |
Banking Inverse Model (BankingPack) |
3 |
development |
n/a
|
| M-421 |
Banking CECL Allowance (ASC 326) |
1 |
development |
n/a
|
| M-422 |
Banking RWA / CET1 Capital |
1 |
development |
n/a
|
| M-423 |
Banking NII / IRRBB |
2 |
development |
RAT-423-v1.0.1
|
| M-430 |
Energy Inverse Model (EnergyPack) |
3 |
development |
n/a
|
| M-431 |
Regulated Rate-Base / Cost-of-Service |
2 |
development |
n/a
|
| M-432 |
Allowed-ROE / Rate-Case Model |
2 |
development |
RAT-432-v1.0.0
|