OptimHorizonProfessional › Erm
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ERM Applications

Enterprise Risk Management tools — risk identification, heat mapping, VaR and TVaR capital modelling, stress testing, and solvency analysis based on COSO ERM 2017 and IAIS standards. The Solvency Model tab lets you enter three years of premium, claims, expenses, and investment data to compute combined ratios, annual surplus, and a solvency ratio gauge.

Risk Governance

Board-level oversight, risk appetite statement (RAS), risk committee structure and three-lines-of-defence model (1LOD operations, 2LOD risk function, 3LOD internal audit).

Risk Identification

Top-down (strategic risks) and bottom-up (operational risk) identification processes — risk workshops, scenario analysis, external risk horizon scanning.

Risk Assessment

Qualitative and quantitative assessment of inherent and residual risk using likelihood × impact scoring, VaR, tail risk and scenario-based stress testing.

Risk Response & Control

Treatment options: Accept, Avoid, Transfer (RI / captive), Mitigate. Control effectiveness monitoring and KRI (Key Risk Indicator) dashboards.

Monitoring & Reporting

Risk appetite limit monitoring, ORSA cycle, regulatory returns (Solvency II — QRTs, SFCR, RSR), internal risk dashboards and board risk reports.

COSO ERM Components

Live Demo
Governance & CultureFoundation
Strategy & Objective SettingContext
PerformanceRisk in execution
Review & RevisionContinuous
Information & CommunicationEnabler

COSO Enterprise Risk Management — Integrating with Strategy and Performance (2017)

Risk Categories (Insurance)

Live Demo
Underwriting / Insurance risk
Market risk (interest, equity, FX)
Credit risk (counterparty default)
Liquidity risk
Operational risk
Reputational / Strategic risk