A tailored course, built for your situation
Reference of choice on Solvency II capital valuation reviews
Become the named practitioner peers consult first when Solvency II capital assumptions are challenged
Who this is for
Insurance risk and compliance practitioner with exposure to capital reporting and claims impact on technical provisions
Who this is not for
Individuals without frontline exposure to claims data or capital modeling workflows
What you walk away with
- Named contributor status in Solvency II capital reviews
- Documented reasoning patterns for defending capital assumptions
- Faster alignment with actuarial and risk teams on technical provision updates
- Consistent inclusion in pre-submission validation loops
- Peer recognition as first-call on capital valuation questions
The 12 modules (with all 144 chapters)
- Claims severity bands and capital sensitivity
- Frequency volatility effect on reserve risk sub-module
- Linking case development patterns to best estimate adjustments
- Quantifying tail risk from legacy claims
- Mapping inflation pressure to technical provision uplift
- Adjusting for ceded reinsurance volatility
- Capital charge implications of late-emerging claims
- Differentiating systemic vs idiosyncratic claims risk
- Benchmarking claims run-off duration against capital horizon
- Aligning claims segmentation with capital model inputs
- Translating claims audits into capital model refinements
- Documenting assumptions for internal model validation
- Opening with claims credibility not just volatility
- Positioning claims as signal not noise
- Framing outlier resolution with actuarial teams
- Using run-off patterns to justify point estimates
- Referencing past development triangles constructively
- Calling out reinsurance recovery risk transparently
- Defending average vs prudent assumptions
- Clarifying claims cost inflation inputs
- Linking claims settlement speed to risk margin
- Validating claims reserve adequacy proactively
- Responding to model calibration challenges
- Closing on documented consensus
- Identifying data lineage gaps in claims feeds
- Standardizing claims categorisation across systems
- Validating claims inflation indexing methods
- Auditing claims reserving policy adherence
- Testing reinsurance recoverables data accuracy
- Checking claims segmentation stability
- Documenting claims assumption rationale
- Reviewing case vs incurred development
- Assessing claims adjudication timing impact
- Benchmarking claims closure rates
- Stress-testing claims trend inputs
- Creating audit-ready claims narratives
- Timing claims input delivery for ORSA deadlines
- Translating claims trends into risk appetite metrics
- Linking underwriting shifts to claims exposure
- Incorporating claims feedback into risk limits
- Presenting claims-driven scenarios
- Aligning claims severity with capital planning
- Informing stress testing with claims data
- Advocating for claims-led risk indicators
- Calibrating risk tolerance to claims volatility
- Documenting claims assumptions for ORSA appendices
- Collaborating on emerging risk identification
- Owning claims section of ORSA report
- Citing claims development benchmarks
- Using historical run-off data as precedent
- Referencing industry-wide claims studies
- Leveraging regulatory FAQs on claims treatment
- Applying EBA guidelines to claims assumptions
- Invoking calibration consistency
- Demonstrating conservative bias where required
- Explaining judgmental overrides transparently
- Supporting changes with claims case samples
- Documenting precedent for future reference
- Aligning with capital model governance
- Archiving rationale for audit trails
- Classifying query scope and urgency
- Assigning claims ownership per question
- Gathering claims data snapshots
- Preparing claims explanation templates
- Validating responses with legal
- Linking claims to capital metrics
- Drafting plain-language summaries
- Checking consistency across answers
- Submitting within SLA windows
- Tracking query resolution status
- Updating internal playbooks post-response
- Sharing learnings across claims units
- Identifying high-impact claims triggers
- Building claims-driven shock models
- Simulating tail claims events
- Estimating capital depletion rates
- Stress-testing reinsurance coverage
- Modelling claims inflation spikes
- Assessing claims backlog compounding
- Integrating claims lag into timing
- Presenting stress outcomes visually
- Calibrating severity bands
- Validating assumptions with actuarial
- Documenting test methodology
- Defining minimum claims data fields
- Setting claims reserving policy thresholds
- Standardising claims categorisation
- Requiring commentary on material shifts
- Enforcing claims data review cycles
- Auditing claims assumption updates
- Versioning claims inputs
- Tracking claims data lineage
- Requiring outlier explanations
- Standardising claims inflation indexing
- Validating claims segmentation logic
- Publishing claims input guidelines
- Facilitating cross-team assumptions workshop
- Presenting claims-based projections
- Balancing prudence and realism
- Incorporating external benchmarks
- Calling for peer review
- Documenting dissenting views
- Tracking convergence over time
- Using claims run-off evidence
- Explaining timing adjustments
- Aligning with risk margin methodology
- Finalising consensus position
- Archiving rationale
- Measuring claims duration by line
- Differentiating simple vs complex claims
- Adjusting for claims backlog
- Factoring in legal dispute escalation
- Modelling claims settlement pathways
- Estimating tail closure timelines
- Linking duration to discounting
- Updating risk margin per segment
- Benchmarking against industry averages
- Documenting duration assumptions
- Aligning with internal model
- Reporting duration impact
- Defining claims data controls
- Validating claims input pipelines
- Testing claims assumptions robustness
- Auditing claims segmentation logic
- Reviewing claims inflation methodology
- Checking claims reserving policy
- Assessing model sensitivity to claims
- Documenting claims model lineage
- Preparing claims validation pack
- Responding to model auditor queries
- Updating claims inputs post-audit
- Certifying claims readiness
- Establishing claims seat in capital meetings
- Creating claims input calendar
- Developing claims dashboards
- Training peers on claims data
- Mentoring junior claims analysts
- Publishing claims insights newsletter
- Leading claims assumption workshops
- Integrating claims KPIs into capital reports
- Automating claims data feeds
- Archiving claims rationale annually
- Reviewing claims role in capital framework
- Updating claims contribution model
How this maps to your situation
- Responding to internal capital model review questions
- Contributing to ORSA with claims-driven risk insights
- Defending technical provision assumptions
- Leading claims input for Solvency II Pillar 3 reports
Before vs. after
What's included with your purchase
- 12 modules with 12 chapters each (144 chapters)
- Downloadable templates and worked examples for every module
- Hand-built implementation playbook delivered alongside course access
- 30-day money-back guarantee
Delivery and format
- Course and learning environment access provisioned within 24 hours of purchase
- Hand-built implementation playbook delivered alongside course access
Format: Text-based modules and chapters in the Art of Service learning environment, plus downloadable templates and worked examples for every chapter, plus the hand-built implementation playbook delivered alongside course access.
Time investment: Approximately 3 hours per module, designed for integration with active capital reporting cycles.
How this compares to the alternatives
Generic Solvency II training covers broad regulatory requirements but rarely connects claims data to capital model inputs with specificity. This course closes that gap with practitioner-led workflows used in top-tier firms.
Frequently asked
Within 24 hours your account in the learning environment is provisioned and the tailored implementation playbook is delivered alongside it.