Calculation of potential losses under reinsurance contracts

Engagement for a Russian Top 5 insurance group

The KPMG team provided advisory services related to the calculation of the amount of potential losses of the insurance group under reinsurance agreements.

Description of the work

  • An independent calculation of potential losses of the insurance group under reinsurance agreements based on the data on losses and premiums provided by the insurance group as a range of valuations
  • Provision of information on factors that can potentially cause the valuations to vary upwards and downwards