Sustainability Risk Under Solvency II

Oliver Wyman
arc beats above · slides in the middle · loops below · scroll → 2 LOOPS
SETUP TENSION ANALYSIS EVIDENCE RESOLUTION APPENDIX
HOVER FOR DETAILS · CLICK A SLIDE FOR FULLSCREEN · STEP 2
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Slide 1
Includes company logo, title, subtitle, and list of authors.front_matter
Open slide detailBeat · Situation & Context
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The slide uses a series of horizontal lines to separate paragraphs, acting as a visual list.summarize
Open slide detailBeat · Situation & Context
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The slide uses a vertical axis to categorize publications by granularity (High-Level vs Bottom-Up).cite_precedent
Open slide detailBeat · Situation & Context
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summarize
Open slide detailBeat · Situation & Context
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establish_context
Open slide detailLoop · Why Now
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cite_precedent
Open slide detailLoop · Why Now
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The slide uses a table-like structure to map regulatory requirements against climate risk integration.diagnose
Open slide detailBeat · Problem & ComplicationLoop · Why Now
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Includes references to EIOPA-BoS-19/241 and EIOPA-BoS-20/341.establish_context
Open slide detailBeat · Problem & ComplicationLoop · Why Now
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summarize
Open slide detailBeat · Problem & ComplicationLoop · Why Now
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Framework is a simple hierarchical decomposition/tree structure.diagnose
Open slide detailBeat · Problem & Complication
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The diagram illustrates a hierarchical breakdown of climate risk into physical and transition components, which then manifest as specific financial risks (credidiagnose
Open slide detailBeat · Problem & Complication
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The chart visualizes the 'Tragedy of the Horizon' concept, showing how policy timing affects the nature of climate-related risks.diagnose
Open slide detailBeat · Problem & Complication
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diagnose
Open slide detailBeat · Problem & Complication
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The slide uses a central hub-and-spoke layout to categorize the challenges.frame_problem
Open slide detailBeat · Problem & ComplicationLoop · Cost Of Inaction
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summarize
Open slide detailBeat · Evidence & ProofLoop · Cost Of Inaction
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The slide outlines a process flow from step 0 to 3, referencing EIOPA guidelines and the CLIMAFIN methodology.present_framework
Open slide detailBeat · Evidence & ProofLoop · Cost Of Inaction
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The slide uses a 2x2 matrix to map climate scenarios (Disorderly, Too little too late, Orderly, Hot house world).present_framework
Open slide detailBeat · Evidence & ProofLoop · Cost Of Inaction
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The slide explains the methodology for selecting climate scenarios based on existing academic and regulatory standards.present_framework
Open slide detailBeat · Evidence & ProofLoop · Cost Of Inaction
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The slide outlines the methodology for selecting KPIs and sector classification for climate stress testing.diagnose
Open slide detailBeat · Evidence & ProofLoop · Cost Of Inaction
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The slide uses three process flow diagrams to illustrate valuation methodologies for Industrial, Energy, and Transportation sectors.present_framework
Open slide detailBeat · Evidence & ProofLoop · Cost Of Inaction
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Uses Merton-type structural credit risk models with deterministic climate risk shocks.present_framework
Open slide detailBeat · Evidence & ProofLoop · Cost Of Inaction
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Part of a sequence (0, 1, 2, 3). Mentions Solvency II and ORSA.present_framework
Open slide detailBeat · Evidence & ProofLoop · Cost Of Inaction
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The slide uses a visual mapping diagram to show the transition from a total portfolio to a total exposure view, highlighting the role of financial institutions diagnose
Open slide detailBeat · Evidence & ProofLoop · Cost Of Inaction
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The diagram illustrates a data flow/process model for integrating various data inputs into a valuation framework.present_framework
Open slide detailBeat · Evidence & ProofLoop · Cost Of Inaction
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The slide uses a 2x2 matrix to categorize climate scenarios (Orderly, Disorderly, Too little too late, Hot house world) and a hierarchical diagram to show the fdiagnose
Open slide detailBeat · Evidence & ProofLoop · Cost Of Inaction
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The pyramid diagram visualizes the trade-off between complexity and consistency in scenario specification.present_framework
Open slide detailBeat · Evidence & ProofLoop · Cost Of Inaction
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transition
Open slide detailBeat · Impact & Next StepsLoop · Cost Of Inaction
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The slide uses donut charts to visualize portfolio composition, regional concentration, and credit quality.establish_context
Open slide detailBeat · Impact & Next StepsLoop · Cost Of Inaction
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The slide uses a waterfall-like structure to show the composition of SCR and Own Funds.diagnose
Open slide detailBeat · Impact & Next StepsLoop · Cost Of Inaction
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The slide uses a table-like structure to compare model properties, policy assumptions, and targets.present_framework
Open slide detailBeat · Impact & Next StepsLoop · Cost Of Inaction
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Includes a 2x2 matrix mapping transition risks vs physical risks.analyze_data
Open slide detailBeat · Impact & Next StepsLoop · Cost Of Inaction
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The chart shows a dual-axis combination of bar charts (profitability shock) and a line chart (CO2 intensity) across three regions.quantify_impact
Open slide detailBeat · Impact & Next StepsLoop · Cost Of Inaction
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The slide uses Gordon Growth model for equity and Merton-Modell for fixed income.quantify_impact
Open slide detailBeat · Impact & Next StepsLoop · Cost Of Inaction
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The slide uses a matrix-like structure to compare two types of insurers across three scenarios, showing the impact on Own Funds (OF) and Solvency Capital Requirquantify_impact
Open slide detailBeat · Impact & Next StepsLoop · Cost Of Inaction
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The slide serves as a disclaimer/methodological disclosure for a preceding case study.summarize
Open slide detailBeat · Impact & Next Steps
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summarize
Open slide detailBeat · Impact & Next Steps
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The slide serves as a concluding summary for a presentation on climate risk integration in insurance.summarize
Open slide detailBeat · Impact & Next Steps
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appendix
Open slide detailBeat · Impact & Next Steps
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The slide uses a logo-grid layout to establish credibility through association with major international bodies.cite_precedent
Open slide detailBeat · Impact & Next Steps
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front_matter
Open slide detailBeat · Impact & Next Steps