Moody’s Analytics announced the addition of the B&H Economic Capital Calculator to Moody’s Analytics Capital Modelling Framework.  A Monte Carlo based aggregator, the B&H Economic Capital Calculator helps life insurers to process large data volumes associated with capital modelling.

Moody’s Analytics developed the solution using enterprise technology to help users meet the high performance requirements for economic capital calculations. The solution also helps insurers to create enhanced audit trails in support of regulatory reporting.

Source: 4-traders