Webinar: The Strategic Role of Capital Modeling for Captive Insurance Companies

On October 21, 2025, at noon (EDT), Mercer and Oliver Wyman will cohost a 1-hour webinar titled "The Strategic Role of Capital Modeling for Captive Insurance Companies." The session will explore how capital modeling can strengthen the way captives manage solvency, guide strategic decisions, and align investment approaches with long-term objectives.

The webinar will examine how capital modeling helps captives quantify and manage risk, evaluate solvency positions, and assess the potential impact of different business scenarios. By moving beyond compliance-based assessments, modeling can offer a forward-looking view of capital needs and provide a stronger foundation for decision-making across the captive's life cycle.

Speakers will discuss how data-driven capital insights can inform risk appetite, retention levels, and governance policies—enabling captive owners to better align operational goals with financial resilience.

Captives are continually challenged to balance adequate capitalization with growth and diversification goals. The session will outline practical considerations for maintaining this equilibrium—such as determining optimal capitalization levels, refining risk transfer strategies, and using capital analysis to support expansion or new coverage line development.

Participants will gain perspective on how modeling can be integrated into broader strategic frameworks, helping boards and managers translate analysis into actionable capital and risk management decisions.

The discussion will also touch on investment strategies tailored to captives' unique risk and capital profiles. By linking capital modeling with investment planning, captives can pursue more efficient asset allocations that reflect both liquidity needs and long-term financial objectives.

The panel will include experts from Mercer and Oliver Wyman: Michael Atkinson, Lisa Ruglio, and Alex Wallace, principals, Oliver Wyman, Actuarial P&C; Eryn Bacewich, head of insurance solutions, Mercer; Gary Sems, national investment director, US insurance practice, Mercer; and William Gibbons, senior insurance investment consultant, Mercer.

A replay will be available afterward.

Register here to attend or view on demand.