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Milliman FRM Services

Investment management and actuarial consulting services to life insurers and financial institutions

Financial reporting

Leveraging MG-Hedge® for financial management, Milliman FRM can produce and deliver statutory and tax valuations, GAAP / IFRS earnings, dynamic hedging results, and more for your balance sheet. We offer various financial reporting methodologies across a broad range of VA products and riders - all optimized for fast run-time.

Statutory reporting

Including, but not limited to, AG43, RBC C3 Phase II, AG33, AG34, Rating Agency.

Accounting

USGAAP (FAS157 / SOP 03-01) and IFRS (including IFRS-17 readiness) - projections of GAAP and statutory balance sheets are also available, with consistent calculations across all metrics.

Risk analytics

Earnings-at-risk, capital-at-risk, performance attribution, balance sheet projections, nested stochastic hedging simulation, etc.

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White paper

Considerations for LIBOR transition and U.S. Variable Annuity Guarantee Valuations

This paper discusses risk-free curve selection and setting of the discounting spread (over the risk-free rate) for variable annuity fair valuation.

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Article

Constructing discount curves under LDTI

This white paper examines the process of constructing discount curves in accordance with Long Duration Targeted Improvements, including the criteria that should be used, and assesses the quality of the different algorithms used to build out a complete curve (including interpolation, extrapolation, and smoothing).

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