Credit Risk Solutions for Insurance & Reinsurance
From data to models to actionable insights
Risk Data. Analytics. Advisory.
SigmaQ combines proprietary credit risk data, quantitative models and advisory expertise developed through years of working with leading European insurers.
From IFRS 9 ECL and PD/LGD data to credit portfolio modelling and stress testing, our solutions help insurers understand credit risk across their investment portfolios and turn complex risk information into actionable insights.
Our key expertise:
Robust ECL models for investment portfolios, from implementation to ongoing operation.
Stress Testing
Translate economic scenarios into forward-looking credit and portfolio risk.
Models
Quantify portfolio credit risk, concentrations and diversification effects.
PD and LGD data covering global investment portfolios and ECL applications.
Experience that goes beyond implementation
Implementing an ECL model is only the beginning. Its real quality becomes apparent over time — as portfolios change, economic conditions shift and ECL results need to be understood and explained.
Having supported leading European insurers not only during implementation but also throughout years of operation, SigmaQ has gained extensive experience with how its ECL models perform in practice. The models have demonstrated robust and transparent behaviour across changing market and economic conditions, without requiring fundamental changes to the methodology.
This long-term operational experience provides confidence that our approach is not only quantitatively sound at implementation, but continues to deliver reliable and explainable results in practice.
Talk to SigmaQ
Whether you are looking for comprehensive credit risk data, developing or reviewing an existing ECL framework, assessing portfolio credit risk or developing stress-testing capabilities, we can discuss how SigmaQ's data, models and expertise can support you.