IFRS 17
Risk Adjustment
Make uncertainty measurable. A configurable risk-adjustment framework for non-financial risk.
Risk Adjustment Methodologies
Choose the approach that fits your measurement requirements.
Cost of Capital
Present value of capital requirements for non-financial risk.
Capital requirement calculation
Cost of capital rate
Present value computation
Value at Risk
Percentile-based risk measurement.
Percentile calculation
Confidence level configuration
Distribution modelling
Tail Value at Risk
Expected losses beyond a selected confidence level.
Expected shortfall
Tail risk capture
Loss distribution analysis