Capital Monitoring
We build the point-in-time solvency position your board works from: own funds, the capital requirement and the surplus or shortfall against it, with the balance sheet movements behind each.
Solvency UK
Capital Management
Your solvency position today and the model that produces it, whether standard formula or internal, with the board's limits set against it.
Capital Management Deliverables
Capital Modelling
We design, build, validate and refine the capital model itself, whether you run a standard formula, a partial internal model or a full internal model, and reconcile the internal view to the regulatory figure.
Risk Appetite Quantification
We convert the board's risk appetite into a statement of measurable limits and triggers linked to the capital number.
Automated Reporting Packs
We build your capital and solvency committee packs directly from model output, quantitative reporting templates included, and design the annual own risk and solvency assessment as one continuous process rather than a year-end exercise.
Frequently Asked Questions
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A capital model is judged on whether the submission reaches the PRA in a state you can defend, so ask what a bidder has actually written. At Gini we build and validate internal capital models, prepare major model change submissions and the evidence behind them, and optimise the standard formula where doing so releases capital legitimately.
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Usually in how exposures are classified and how look-through is applied, rather than in the formula itself. Asset data recorded at fund level instead of holding level, unrated exposures that could be rated, and risk mitigation not reflected in the calculation are the recurring findings. Gini quantifies the release before the remediation is commissioned.
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Yes. At Gini we recalculate the solvency capital requirement from your own data and explain every difference from your figure, including the judgements behind it. Where the model is sound, you hold evidence of that for your board and your supervisor. Where it is not, you hold the specific component to change.
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Evidence that the change is justified, quantified and governed: what changed and why, what it does to the capital requirement, how it was validated, and who approved it. The quantification is the easier half. Most of the effort sits in the evidence trail, which is why Gini builds it during the change rather than after it.