Where Scalability Meets Efficiency: Using MATLAB and Cloud Computing to Run Swiss Re’s Internal Risk Model

Swiss Re is one of the world’s leading providers of reinsurance, insurance, and other forms of insurance-based risk transfer. Their internal capital adequacy model, critical for regulatory reporting and business steering, is implemented in MATLAB^® and deployed as the core of a complex technology ecosystem using MATLAB Production Server™. The simulation workload is distributed to a computing cluster using MATLAB Parallel Server™. Daniel Rubio, Head of Integrated Risk IT, discusses the financial and operational benefits of the platform, Swiss Re’s cloud transformation journey, and how they are partnering with MathWorks to customize the reference architecture for Azure™ in a way that maximizes the business value.