Risk-Based Capital & Solvency Monitoring — Host-to-Host Integration

Insurance • Capital adequacy, risk aggregation, early-warning & regulatory reporting

Purpose of Host-to-Host

Automate daily feeds of exposures, liabilities, assets, and capital components from PAS, GL/ERP, investment, and actuarial systems.
Calculate solvency metrics (capital available vs required), concentration limits, and early-warning triggers.
Generate regulator-ready packs and submit via secure channels (API/SFTP) with full auditability.

Assets: holdings, ratings, FX, maturity, market values, haircuts
Liabilities: technical provisions, reserves, unearned premium, claim reserves
Capital: tier components, subordinated debt, adjustments
Risk Charges: market, credit, insurance (life/non-life/health), operational
Scenarios: stress shocks, parameter sets, effective dates
Reports: solvency ratio, limit breaches, drill-downs, regulator templates
Events: positionsLoaded, valuationCompleted, ratioCalculated, breachDetected, reportSubmitted

POST /feeds/assets
Upload positions (ISIN, MV, rating, currency, duration, issuer)

POST /feeds/liabilities
Upload reserves/UPR/IBNR by LOB/product

POST /feeds/capital
Post capital components by tier and adjustments

POST /calc/solvency
Run risk aggregation & capital requirement

POST /scenarios/apply
Apply stress set (e.g., FX, equity, catastrophe, lapse)

GET /ratios/today
Retrieve current solvency ratio and breaches

POST /reports/generate
Create regulator pack (PDF/CSV/XML) with references

POST /reports/submit
Push to regulator endpoint/SFTP and return receipt