Moody’s insurance capital tool: Improving our analysis
Moody’s Investors Service is introducing a stochastic tool to assess insurers’ capital
Moody’s Capital Tool – Overview
- Presentation of the tool and use of proxy functions to accelerate simulations
- Why the introduction of the tool will not impact ratings
- A range of outputs can be used to enhance analysis and inform credit discussions
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SpeakersJasper Cooper Vice President - Senior Credit Officer Moody's Investors Service
Michael Fruchter, CFA Vice President - Senior Credit Officer Moody's Investors Service
Brandan Holmes Vice President - Senior Credit Officer, Financial Institutions Group Moody's Investors Service
Marc R. Pinto, CFA Managing Director, Financial Institutions and Global Co-Head of Insurance Moody's Ratings
Benjamin Serra Senior Vice President, Financial Institutions Moody's Investors Service
Frank Yuen, CFA, FRM Vice President-Senior Analyst Moody's Investors Service
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Jasper is a lead analyst of property/casualty insurers in the Financial Institutions Group. In addition to following a portfolio of P&C insurers, Jasper has published research on the impacts of inflation, reserves, autonomous vehicles and catastrophes on the insurance industry. Jasper has a B.A. from Columbia University, where he majored in Mathematics-Statistics and an MBA from NYU Stern School of Business. He is also an Associate in the Casualty Actuarial Society and a CFA charterholder.
Michael Fruchter is a Vice President – Senior Credit Officer in the Financial Institutions Group of Moody’s Investors Service. Michael is responsible for a portfolio of U.S. life insurance companies and has more than20 years of life insurance experience. Prior to joining Moody’s, Michael worked as an actuary in KPMG’s Financial Risk Management group.
Michael holds a B.A. in mathematics from Yeshiva University. He is a fellow of the Society of Actuaries and a CFA charter-holder.
Brandan is a Vice President – Senior Credit Officer in the EMEA Insurance Team, with analytical responsibility for a range of (re)insurance ratings across the EMEA region.
Brandan joined Moody’s New York office in 2010, as an analyst responsible for a diverse portfolio of US insurance and reinsurance companies. Prior to joining Moody’s, he was Assured Guaranty Ltd., responsible for accounting policy and transaction advisory services. Brandan started his career with PricewaterhouseCoopers in South Africa, later transferring to the New York office where he was a manager in the Assurance practice, primarily responsible for the audits of life insurance companies. Brandan holds a Bachelor’s degree in accounting from the University of Pretoria and a MBA in finance from New York University’s Stern School of Business. He is a Chartered Accountant (SA) and a Certified Public Accountant (NY).
Marc R. Pinto, CFA is a Managing Director in the Financial Institutions Group, responsible for insurance credit ratings and research as the Co-Head of Global Insurance. Previously, Mr. Pinto was the Global Head of the Funds & Asset Management Group and the Chief Credit Policy Officer for North American Banks.
Mr. Pinto is also an Executive Sponsor for Moody’s Network of CFA Charterholders and the Global Administrative Professionals (GAP) Network, as well as a Mentor Advisor in the Mentoring Program within the Women’s Business Resource Group. He is also a contributing member to Moody’s CORE (Creating Opportunities for Racial Equity) initiative. Additionally, Mr. Pinto is a member of the Asset Management Committee which oversees Moody’s US retirement savings plans and global pension plan.
Prior to Moody’s, Mr. Pinto worked as a sell-side, buy-side and credit rating agency analyst in both New York and London. He led Credit and Economics Research in EMEA and the Americas at Merrill Lynch, where he was also a top-ranked financial institutions analyst. Previously, he was the Head of Corporate Bond Strategy at broker/dealer Susquehanna International, a portfolio manager at KBW Asset Management, now part of Stifel Financial, and a Director at Fitch Ratings. Mr. Pinto began his career at the United Nations International Fund for Agricultural Development (IFAD) in Rome.
Mr. Pinto is a graduate of Columbia Business School and Trinity College (CT).
Benjamin is a Senior Vice President in the European Insurance team, based in Paris. He has primary analytical responsibility for a number of insurance groups in Europe, covering or having covered insurers and reinsurers in France, the UK, Germany, Italy, Spain, Switzerland, the Benelux or in the CIS countries.
He is also responsible for the analytical team covering insurers operating in the Middle East region.
Prior to joining Moody’s in 2006, Benjamin worked for l’Autorité de Contrôle des Assurances et des Mutuelles (the French insurance supervisory authority) and l’Autorité des Marchés Financiers (the French financial markets supervisory authority). Member of French Actuarial Association. Degrees in Finance and Actuarial Science (ENSAE) and Finance and Economics (Ecole Polytechnique). Fluent in French.
Frank Yuen is a Vice President–Senior Analyst with Moody’s Investors Service’s Financial Institutions Group. Based in Hong Kong, he covers a portfolio of insurers in Hong Kong, China and other parts of Asia Pacific.
Before joining Moody’s, Frank was an Equity Research Analyst, covering regional banks and insurers at BNP Paribas and Standard Chartered. In addition, Frank has worked as a management trainee and actuarial intern at a global bank and also an insurance company.
Frank graduated from The Chinese University of Hong Kong, majoring in Actuarial Science, and is a CFA and FRM charterholder