Clearwater Risk for Insurance offers a managed risk service built on the same reconciled accounting data you already trust, so your regulatory numbers are ready without aggregation, exports, and uploads.
Structured notes, derivatives, and private credit now make up a growing share of the book and most risk tools were never built to fully reprice them.
The NAIC’s 2025 Bond Project and EIOPA’s February 2026 guidance both require full asset revaluation under stress, not simplified duration approximations.
Spreadsheet-driven and on-premise risk processes require ongoing manual upkeep, breaking down as complexity increases and scrutiny intensifies.
Clearwater Risk for Insurance runs on the same positions and market data that already power your accounting. There’s no re-feed, no data aggregation, and no reconciliation step between systems.
Every instrument is fully repriced under stress using the same market data as accounting, not duration-based approximations that break down on complex assets.
AM Best, NY7, and Solvency II frameworks are native to the platform, not workarounds your team has to configure and maintain.
Clearwater operates market data, instrument models, and the repricing engine. There’s no infrastructure for your team to install, maintain, or validate.
Because risk and accounting share the same source, there’s no export/re-upload cycle and no explaining away numbers that don’t match.
No black box models and calculations: every methodology, input, and output can be inspected by your team and by regulators
“Partnering with Clearwater marks an important shift in our investment operations strategy and is central to our goal of future-proofing Versicherungskammer’s investment capabilities”
Martin Knobbe, Head of Middle and Back Office Investment
Versicherungskammer, Germany’s Largest Public Insurer
Insurance risk has changed more in the last decade than in the twenty years before it. We sat down with Tatiana Zebaze to talk about what’s driving that change, why regulators and rating agencies increasingly expect a fully recalculated portfolio rather than an estimate, and what it means for mid-market insurers today.
Insurance risk regulation has quietly changed shape. The frameworks that rating agencies and regulators apply to insurers no longer accept a simplified estimate of what a portfolio would be worth under stress. Increasingly, they expect insurers to demonstrate a genuinely recalculated value — every instrument, repriced under each prescribed condition.
Une vue unifiée des données d’investissements et du portefeuille, sur les actifs cotés et non cotés, renforce la transparence, la gestion des risques et la prise de décision.