A tailored course, built for your situation
Executive visibility on work that stayed below the line
A tailored course to elevate your core Solvency II work into leadership view at AIG
Who this is for
Senior compliance or risk practitioner in a regulated financial institution, operating at the intersection of technical reporting and enterprise risk governance, seeking recognition beyond process execution.
Who this is not for
Entry-level analysts, external auditors, or consultants without direct Solvency II reporting responsibility.
What you walk away with
- Produce Solvency II reporting artifacts that surface in executive risk committee summaries
- Gain direct attribution in internal capital reporting narratives
- Anticipate and shape executive queries before they land as rework
- Turn routine underwriting inputs into trackable contributions to capital efficiency
- Build a documented trail of technical judgment that survives leadership changes
The 12 modules (with all 144 chapters)
- Where underwriting meets valuation
- Line items in the QRT you influence
- Linking risk adjustments to pricing decisions
- Tracing exposure data to SCR
- Input ownership vs final number
- Common assumptions you can challenge
- When actuarial picks depend on your data
- Signaling confidence in inputs
- How conservatism travels upstream
- Timing overlap between renewal and reporting
- The forgotten role in ORSA
- Positioning completeness as control
- Risk-adjusted return beyond pricing
- Translating property risk into SCR impact
- When volatility matters more than average
- Capital cost as a decision filter
- Benchmarking against peer portfolios
- Using diversification arguments strategically
- Explaining concentration without alarm
- How timing lags affect capital views
- Liquidity assumptions you shape
- Capital relief from structural choices
- Positioning segmentation as stability
- Owning the narrative on risk quality
- Top 5 assumptions leadership questions
- Building audit-ready documentation
- Clarifying judgment vs interpolation
- Version control for rationale
- How much conservatism is enough
- Documenting underwriting policy influence
- Sourcing benchmark data by territory
- Handling missing data transparently
- Updating assumptions without rework
- Tying changes to market events
- Sign-off timing and ripple effects
- Positioning updates as refinement
- Designing traceable input markers
- Using standard templates strategically
- Footnoting contributions invisibly
- Aligning with existing narrative flows
- Timing submissions to leadership rhythm
- Flagging risks in neutral language
- Positioning accuracy as reliability
- Linking past calls to outcomes
- Building a reputation for clarity
- Owning the upstream impact
- Shaping expectations quietly
- Being known for predictability
- From risk bearer to capital saver
- Pricing above CoC as a metric
- Risk selection as diversification
- Avoiding capital drag from renewals
- Structural choices that reduce SCR
- Portfolio shaping with capital in mind
- Documenting trade-off rationale
- Balancing aggression and prudence
- Using concentration limits proactively
- Signaling confidence in risk transfer
- Positioning treaties as stability tools
- Measuring capital efficiency per line
- Knowing the decision tracks you feed
- Anticipating follow-up requests
- Preparing backup rationale stacks
- Understanding agenda logic
- Timing of pre-reads and inputs
- Identifying allies in actuarial
- When to escalate assumptions
- Handling challenge with composure
- Using data granularity as defense
- Knowing when silence is appropriate
- Positioning updates as course correction
- Exiting meetings with next steps clear
- Designing reusable rationale blocks
- Creating assumption libraries
- Versioning with purpose
- Tagging artifacts by risk type
- Indexing for searchability
- Updating without restarting
- Cross-line applicability
- Archiving with retrieval in mind
- Linking templates to policy updates
- Embedding learning from prior cycles
- Reducing dependency on memory
- Scaling insight beyond individuals
- Distinguishing policy from exception
- Using precedent files effectively
- Timestamping key decisions
- Linking judgment to market context
- Avoiding retroactive justification
- Balancing discretion with consistency
- When to escalate internally
- Setting review triggers
- Documenting market volatility impact
- Handling client-specific factors
- Preserving context across teams
- Positioning judgment as controlled
- Reading between the lines in summaries
- Anticipating framing choices
- Providing clean pull quotes
- Flagging mischaracterizations early
- Offering neutral alternatives
- Using tone to signal confidence
- Balancing transparency and prudence
- Avoiding narrative overreach
- Owning the baseline description
- Shaping risk quality perception
- Positioning challenges as maturity
- Ensuring proportionality
- Understanding actuarial timing pressures
- Speaking to model assumptions
- Providing clean data handoffs
- Asking for feedback upstream
- Understanding aggregation logic
- Clarifying segmentation boundaries
- Using common definitions proactively
- Building trust through consistency
- Flagging edge cases early
- Aligning on conservatism levels
- Sharing market intelligence
- Positioning underwriting as a control
- Volunteering for cross-functional inputs
- Shaping assumption working groups
- Expanding input scope strategically
- Positioning expertise as stable
- Building credibility across silos
- Identifying expansion points
- Using documentation as leverage
- Measuring influence by visibility
- Earning recurring invitations
- Owning the baseline narrative
- Shaping agenda through preparation
- Becoming the source of record
- Documenting rationale chains
- Creating institutional memory
- Using standard templates universally
- Indexing by risk type and year
- Linking decisions to outcomes
- Archiving with retrieval in mind
- Building external validation
- Citing regulatory alignment
- Referencing past performance
- Positioning as repeatable
- Measuring impact over time
- Ensuring continuity
How this maps to your situation
- When preparing Q4 underwriting inputs for year-end reporting
- During internal Solvency II dry runs
- Ahead of actuarial assumption reviews
- Before risk committee meetings with executive attendance
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, with flexible pacing. Most practitioners complete the course in 6-8 weeks while working full time.
How this compares to the alternatives
Unlike generic Solvency II training, this course focuses on the intersection of underwriting execution and executive visibility, specifically how to ensure your contributions are seen and valued in capital governance discussions. No other course maps technical work to leadership recognition in this way.
Frequently asked
Within 24 hours your account in the learning environment is provisioned and the tailored implementation playbook is delivered alongside it.