Finance & Banking · Banking & Financial Services

AseguraVerde — The ALM Crisis After the Curve Inversion

MBA Insurance and ALM simulation (Track 3I opener). Players occupy the Catalina seat as CEO of AseguraVerde S.A., a Costarian insurer hit by curve inversion, USD -340M unrealised AFS loss, SCR 158% to 132%, duration gap 0.4 to 2.3y, and a CEMASA Article 47 letter.

3 rounds Executive English, Español

Preview

About this simulation

MBA Insurance and ALM simulation (Track 3I opener). Players occupy the Catalina seat as CEO of AseguraVerde S.A., a Costarian insurer hit by curve inversion, USD -340M unrealised AFS loss, SCR 158% to 132%, duration gap 0.4 to 2.3y, and a CEMASA Article 47 letter.

Three rounds across 90 minutes — Diagnose (Redington 1952, KRD by tenor, SII Pillar 1 walk), Design (asset reposition, Bermuda QS cession, deferred rights issue), Defend (Friday Risk Committee under no-dilution family-political constraint). The simulation rewards integration discipline across technical-actuarial, financial-orthodox, risk-pragmatic and family-political frames.

Who it is for

An advanced simulation for participants used to working with the main frameworks and trade-offs of the subject, designed for executive education and experienced professionals.

How a session runs

  1. The instructor creates a session from the Eureka dashboard and invites the participants.
  2. Participants play 3 rounds. In each one they submit their decisions and the simulation calculates the results.
  3. The simulation can be run in English, Español.
  4. The instructor follows each participant's progress and results from the dashboard, and uses the class results for the debrief.

Decisions participants make

The decisions participants make during the simulation:

  • Dominant risk-factor family
  • Primary problem location
  • Most exposed KRD tenor bucket
  • Asset reposition (USD M of long-dated CRC sov sold, 0 to 2500)
  • Reinsurance cession on UL back-book (% of reserves, 0 to 30)
  • Rights issue (USD M, 0 to 180; 0 defers to Q3)
  • Opening frame
  • First concession if pushed
  • Final stance under pressure

What participants track

What participants follow on screen as the rounds go by:

  • SCR RATIO TRAJECTORY

Subjects covered

Designed for courses in Banking & Financial Services.

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