Reserving - Scenario & stress testing

Purpose

Reserving - Scenario & stress testing is designed to generate macro-technical scenarios for reserving analysis, including inflation, claims frequency, natural catastrophes, and recession, and to calculate their impacts on reserves components and loss ratio.

Primary users

The primary user is not specified in the provided information. Based on the stated industry context, the agent is intended for Insurance P&C and banking environments.

Where it fits (process/stage/trigger)

The agent fits into reserving scenario analysis and stress testing processes where teams need to assess how macro-technical scenarios may affect reserve components and loss ratio.

Key capabilities / workflow

The agent analyzes the available scenario context, generates macro-technical scenarios covering inflation, claims frequency, natural catastrophes, and recession, then calculates the resulting impacts on reserves components and loss ratio, with missing inputs flagged when they are not specified.

Inputs

Inputs are not specified in the provided information.

Outputs / Deliverables

Outputs include calculated impacts on reserves components and loss ratio. Other outputs are not specified in the provided information.

Value

The agent provides value by enabling faster assessment of reserving sensitivity to macro-technical scenarios, supporting Insurance P&C and banking teams in understanding potential impacts on reserves and loss ratio.