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Chap. 2 GROUP MANAGEMENT REPORT RISK REPORT
Credit risks
Credit risks are risks involved in the possible
losses attributable to a durable deterioration of the
credit standing or of the total or partial default of an
issuer or contracting party. Default risks in primary
insurance business exist mainly with regard to the
amounts receivable from policyholders, insurance
intermediaries and reinsurers. The default risks under
loans to end customers (such as loans in building-
society business) are also included in credit risks.
Specific segment risks (underwriting risks)
Life and health sub-segments
The specific segment risk of life and health insur-
ance is composed of the biometric risk, the cost risk
and the lapse risk. The risks are involved in the fact
that the possible occurrence of claims and the future
cost or lapse situation may differ from the assumptions
on which the premium calculation was based.
Property and casualty segment
The specific segment risk of property and casu-
alty insurance consists of the pricing risk and the
reserving risk. The premiums determined in advance
have to be sufficient so that future claims can be
paid. Due to the fact that prognoses with regard to
future claims are only possible to a limited extent, the
extent of claims payments is not yet known with cer-
tainty when premium levels are fixed (pricing risk). The
reserving risk may be involved in an insufficient level
of provisions for outstanding claims with the ensuing
impact on the underwriting result.
Liquidity risk
The liquidity risk is the risk involved in not being
able to fulfil current and future payment obligations,
especially under insurance contracts, in time or for the
full amount.
Other risks
Other risks occur, for instance, in the context of
all operational systems and processes and may be
caused by human or technical failure and by external
factors of influence. The other risks comprise opera-
tional, strategic and litigation risks as well as general
business risks.
Details regarding these risks, in particular the
approaches and methods for controlling these risks
and the appropriate sensitivity analyses, are disclosed
in compliance with the rules of IFRS 4 (Insurance Con-
tracts) and IFRS 7 (Financial Instruments: Disclosures)
in the Notes, section 5, p. 104 ff.
Risk analysis and assessment
After their classification by specific risk cat-
egories, all identified risks are allocated to adequate
risk-management processes within the scope of the
risk-management system of the AMB Generali Group.
These processes take into account the different risk
features. This ensures an appropriate analysis, assess-
ment and monitoring of risks.
The allocation of the risks to the four standard-
ized risk-management processes or management rou-
tines is oriented at three major criteria:
1. quantifiability of the risk;
2. time horizon in which the risk may potentially
contribute to jeopardizing the existence;
3. materiality of the risk.
Quantity-based management process
If the identified risk is quantifiable and may
threaten the company's existence in the short term
within one year (materiality), it is allocated to the quan-
tity-based management process. The necessary risk
quantification is done on the basis of a standardized
Group risk model and comprises all investment, credit
and specific segment risks. In addition, these risks
are subject to continuous monitoring by the persons
Risk-management process
Analysis/assessment
Communication
Controlling
Identification
Monitoring/
documentation