[{"data":1,"prerenderedAt":-1},["ShallowReactive",2],{"skill:01M7138Z3PXZN7XGG7F705F16Q":3,"skill-same:01M7138Z3PXZN7XGG7F705F16Q":79},{"skillNo":4,"name":5,"nameZh":6,"description":7,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":16,"categories":17,"keywords":18,"publishedAt":39,"linkOnly":40,"markdownContent":41,"markdownBody":42,"frontMatter":43,"refName":57,"commitSha":58,"skillDirectory":59,"forksCount":60,"repositoryHtmlUrl":61,"repositoryHomepageUrl":6,"ownerHtmlUrl":62,"ownerBlogUrl":6,"ownerDescription":63,"updatedAt":64,"install":65,"resources":78},"01M7138Z3PXZN7XGG7F705F16Q","managing-insurance-capital-modeling",null,"Structures insurance capital model analysis with economic capital, regulatory capital, and rating agency capital comparison. Use when modeling insurance capital, comparing capital frameworks, or assessing capital adequacy.","FDU-INS\u002FInsurance-Skills","FDU-INS","https:\u002F\u002Favatars.githubusercontent.com\u002Fu\u002F167067594?v=4","01M6XEYMRS4CVJMZ834YWE66BV","FDU-Insurance","01M6XEYMXPDA34HFM0ZE6AY78G",82,"Apache-2.0","https:\u002F\u002Fgithub.com\u002FFDU-INS\u002FInsurance-Skills\u002Fblob\u002Fmain\u002FSkills\u002Fmanaging-insurance-capital-modeling\u002FSKILL.md",[],[19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38],"modeling","managing insurance capital modeling","insurance","agency","analysis","actuarial","science","rating","when","management report","with","comparison","model","report","frameworks","capital adequacy","en","regulatory","use","coordination","2026-11-10 10:12:30",false,"---\nname: managing-insurance-capital-modeling\nlanguage: en\ndescription: Structures insurance capital model analysis with economic capital, regulatory capital, and rating agency capital comparison. Use when modeling insurance capital, comparing capital frameworks, or assessing capital adequacy.\ntags:\n  - management\n  - insurance\n  - regulatory\nmetadata:\n  author: casemark\n  practice_areas:\n    - Insurance\n    - Actuarial Science\n    - Reinsurance\n  document_types:\n    - Management Report\n  skill_modes:\n    - Management\n    - Coordination\n---\n# Managing Insurance Capital Modeling\n\nStructures insurance capital model analysis comparing economic capital, regulatory capital, and rating agency capital frameworks to assess capital adequacy and optimize capital allocation.\n\n## When To Use\n\n- Comparing capital requirements across economic, regulatory (RBC, Solvency II, BCAR), and rating agency (S&P, AM Best, Moody's) frameworks\n- Evaluating capital adequacy for a specific line of business, legal entity, or consolidated group\n- Stress testing capital positions under adverse scenarios or proposed strategic actions (M&A, reserve changes, reinsurance restructuring)\n- Preparing board or regulator-facing capital reports that reconcile multiple capital views\n- Assessing the capital impact of product mix changes, growth plans, or catastrophe model updates\n\n## Inputs To Gather\n\n- **Balance sheet data**: Statutory and GAAP\u002FIFRS balance sheets for each entity in scope\n- **Risk parameters**: Loss distributions by line, asset credit quality, interest rate sensitivity, operational risk charges\n- **Regulatory filings**: Most recent RBC filing (NAIC), Solvency II SCR\u002FMCR outputs [VERIFY jurisdiction-specific regime], or local equivalents\n- **Rating agency models**: Current AM Best BCAR worksheet, S&P capital model inputs, Moody's factor-based charges if applicable\n- **Reinsurance program**: Treaty and facultative structures, collateral, and credit quality of reinsurers\n- **Catastrophe model output**: Occurrence and aggregate EP curves at relevant return periods (1-in-100, 1-in-250) [VERIFY return period requirements by framework]\n- **Internal economic capital model**: Methodology (stochastic, factor-based, copula structure), calibration vintage, diversification assumptions\n\n## Workflow\n\n1. **Map capital frameworks in scope**\n   - List each framework (economic capital, RBC, Solvency II, BCAR, S&P, etc.) and the entity\u002Flevel at which each applies\n   - Note key structural differences: risk measure (VaR vs. TVaR), confidence level (99.5% vs. 99.6%), time horizon (1-year vs. ultimate), diversification credit methodology [VERIFY confidence levels and risk measures per framework version]\n\n2. **Build the capital waterfall for each framework**\n   - Available capital: identify qualifying capital resources (surplus, hybrid instruments, subordinated debt) and any tiering restrictions\n   - Required capital: aggregate risk charges across underwriting, reserve, credit, market, and operational risk categories\n   - Compute capital ratios: available ÷ required, and map to adequacy thresholds (e.g., RBC action levels, BCAR adequacy benchmarks, S&P redundancy targets)\n\n3. **Reconcile cross-framework differences**\n   - Produce a side-by-side comparison table showing each risk charge category and its value under each framework\n   - Identify the binding constraint — the framework producing the highest required capital or lowest ratio\n   - Explain material divergences (e.g., catastrophe risk treatment, discount rate assumptions, diversification credit differences)\n\n4. **Run stress and sensitivity analysis**\n   - Apply defined stress scenarios: 1-in-100 and 1-in-250 cat losses, reserve deterioration (+5%, +10%), equity market decline, credit migration, interest rate shift [VERIFY scenario set against internal risk appetite statement]\n   - Quantify capital ratio impact under each scenario for each framework\n   - Identify scenarios where any framework ratio breaches an internal trigger, regulatory action level, or rating threshold\n\n5. **Assess capital optimization levers**\n   - Evaluate reinsurance restructuring (quota share, excess-of-loss, cat bond) impact on required capital\n   - Assess portfolio actions: line-of-business exit\u002Fentry, geographic diversification, asset reallocation\n   - Quantify fungibility constraints — trapped capital in subsidiaries, regulatory restrictions on dividends, ring-fencing requirements\n\n6. **Compile capital adequacy report**\n   - Executive summary with current ratios across all frameworks, binding constraint identification, and projected trajectory\n   - Detailed appendices with risk charge breakdowns, reconciliation tables, and stress test results\n   - Recommended actions ranked by capital efficiency (capital released per unit of cost or risk)\n\n## Output\n\n- **Capital comparison matrix**: Side-by-side table of available capital, required capital, and ratios for each framework\n- **Binding constraint analysis**: Identification of which framework drives capital requirements and why\n- **Stress test dashboard**: Scenario-by-framework grid showing ratio impacts and threshold breaches\n- **Optimization recommendations**: Prioritized list of capital actions with estimated impact on each framework ratio\n- **Reconciliation narrative**: Plain-language explanation of why frameworks diverge, suitable for board or regulatory audience\n\n## Quality Checks\n\n- Confirm that available capital figures tie back to the most recent statutory and GAAP filings — no stale data\n- Verify risk charges sum correctly to total required capital (check for double-counting or omitted categories)\n- Ensure diversification credits are applied consistently with each framework's rules — do not apply economic capital diversification to regulatory capital [VERIFY framework-specific diversification rules]\n- Validate that stress scenarios reflect current risk appetite thresholds and are not outdated\n- Cross-check catastrophe model output vintage against the most recent model update (RMS, AIR, CoreLogic) [VERIFY model version in use]\n- Confirm rating agency model inputs match the latest published methodology — agencies update factor tables periodically\n- Flag any capital instrument whose qualification status is uncertain (e.g., hybrid debt approaching maturity, surplus notes with call features) with [VERIFY]\n","# Managing Insurance Capital Modeling\n\nStructures insurance capital model analysis comparing economic capital, regulatory capital, and rating agency capital frameworks to assess capital adequacy and optimize capital allocation.\n\n## When To Use\n\n- Comparing capital requirements across economic, regulatory (RBC, Solvency II, BCAR), and rating agency (S&P, AM Best, Moody's) frameworks\n- Evaluating capital adequacy for a specific line of business, legal entity, or consolidated group\n- Stress testing capital positions under adverse scenarios or proposed strategic actions (M&A, reserve changes, reinsurance restructuring)\n- Preparing board or regulator-facing capital reports that reconcile multiple capital views\n- Assessing the capital impact of product mix changes, growth plans, or catastrophe model updates\n\n## Inputs To Gather\n\n- **Balance sheet data**: Statutory and GAAP\u002FIFRS balance sheets for each entity in scope\n- **Risk parameters**: Loss distributions by line, asset credit quality, interest rate sensitivity, operational risk charges\n- **Regulatory filings**: Most recent RBC filing (NAIC), Solvency II SCR\u002FMCR outputs [VERIFY jurisdiction-specific regime], or local equivalents\n- **Rating agency models**: Current AM Best BCAR worksheet, S&P capital model inputs, Moody's factor-based charges if applicable\n- **Reinsurance program**: Treaty and facultative structures, collateral, and credit quality of reinsurers\n- **Catastrophe model output**: Occurrence and aggregate EP curves at relevant return periods (1-in-100, 1-in-250) [VERIFY return period requirements by framework]\n- **Internal economic capital model**: Methodology (stochastic, factor-based, copula structure), calibration vintage, diversification assumptions\n\n## Workflow\n\n1. **Map capital frameworks in scope**\n   - List each framework (economic capital, RBC, Solvency II, BCAR, S&P, etc.) and the entity\u002Flevel at which each applies\n   - Note key structural differences: risk measure (VaR vs. TVaR), confidence level (99.5% vs. 99.6%), time horizon (1-year vs. ultimate), diversification credit methodology [VERIFY confidence levels and risk measures per framework version]\n\n2. **Build the capital waterfall for each framework**\n   - Available capital: identify qualifying capital resources (surplus, hybrid instruments, subordinated debt) and any tiering restrictions\n   - Required capital: aggregate risk charges across underwriting, reserve, credit, market, and operational risk categories\n   - Compute capital ratios: available ÷ required, and map to adequacy thresholds (e.g., RBC action levels, BCAR adequacy benchmarks, S&P redundancy targets)\n\n3. **Reconcile cross-framework differences**\n   - Produce a side-by-side comparison table showing each risk charge category and its value under each framework\n   - Identify the binding constraint — the framework producing the highest required capital or lowest ratio\n   - Explain material divergences (e.g., catastrophe risk treatment, discount rate assumptions, diversification credit differences)\n\n4. **Run stress and sensitivity analysis**\n   - Apply defined stress scenarios: 1-in-100 and 1-in-250 cat losses, reserve deterioration (+5%, +10%), equity market decline, credit migration, interest rate shift [VERIFY scenario set against internal risk appetite statement]\n   - Quantify capital ratio impact under each scenario for each framework\n   - Identify scenarios where any framework ratio breaches an internal trigger, regulatory action level, or rating threshold\n\n5. **Assess capital optimization levers**\n   - Evaluate reinsurance restructuring (quota share, excess-of-loss, cat bond) impact on required capital\n   - Assess portfolio actions: line-of-business exit\u002Fentry, geographic diversification, asset reallocation\n   - Quantify fungibility constraints — trapped capital in subsidiaries, regulatory restrictions on dividends, ring-fencing requirements\n\n6. **Compile capital adequacy report**\n   - Executive summary with current ratios across all frameworks, binding constraint identification, and projected trajectory\n   - Detailed appendices with risk charge breakdowns, reconciliation tables, and stress test results\n   - Recommended actions ranked by capital efficiency (capital released per unit of cost or risk)\n\n## Output\n\n- **Capital comparison matrix**: Side-by-side table of available capital, required capital, and ratios for each framework\n- **Binding constraint analysis**: Identification of which framework drives capital requirements and why\n- **Stress test dashboard**: Scenario-by-framework grid showing ratio impacts and threshold breaches\n- **Optimization recommendations**: Prioritized list of capital actions with estimated impact on each framework ratio\n- **Reconciliation narrative**: Plain-language explanation of why frameworks diverge, suitable for board or regulatory audience\n\n## Quality Checks\n\n- Confirm that available capital figures tie back to the most recent statutory and GAAP filings — no stale data\n- Verify risk charges sum correctly to total required capital (check for double-counting or omitted categories)\n- Ensure diversification credits are applied consistently with each framework's rules — do not apply economic capital diversification to regulatory capital [VERIFY framework-specific diversification rules]\n- Validate that stress scenarios reflect current risk appetite thresholds and are not outdated\n- Cross-check catastrophe model output vintage against the most recent model update (RMS, AIR, CoreLogic) [VERIFY model version in use]\n- Confirm rating agency model inputs match the latest published methodology — agencies update factor tables periodically\n- Flag any capital instrument whose qualification status is uncertain (e.g., hybrid debt approaching maturity, surplus notes with call features) with [VERIFY]\n",{"name":5,"tags":44,"language":35,"metadata":46,"description":7},[45,21,36],"management",{"author":47,"skill_modes":48,"document_types":51,"practice_areas":53},"casemark",[49,50],"Management","Coordination",[52],"Management Report",[54,55,56],"Insurance","Actuarial Science","Reinsurance","main","b22eca2e974f918ce591c5b2bd829fb7510e0191","Skills\u002Fmanaging-insurance-capital-modeling",18,"https:\u002F\u002Fgithub.com\u002FFDU-INS\u002FInsurance-Skills","https:\u002F\u002Fgithub.com\u002FFDU-INS","Fudan University Department of Risk Management and Insurance","2026-07-12 12:54:34",{"source":8,"skillName":5,"commands":66,"prompt":76,"zipAvailable":77},[67,70,73],{"tool":68,"command":69},"npx","npx skills add FDU-INS\u002FInsurance-Skills --skill managing-insurance-capital-modeling",{"tool":71,"command":72},"bunx","bunx skills add FDU-INS\u002FInsurance-Skills --skill managing-insurance-capital-modeling",{"tool":74,"command":75},"pnpm","pnpm dlx skills add FDU-INS\u002FInsurance-Skills --skill managing-insurance-capital-modeling","安装技能，技能地址：https:\u002F\u002Fgithub.com\u002FFDU-INS\u002FInsurance-Skills\u002Fblob\u002Fmain\u002FSkills\u002Fmanaging-insurance-capital-modeling\u002FSKILL.md",true,[],[80,107,131,162,183,215],{"skillNo":81,"name":82,"nameZh":6,"description":83,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":84,"categories":85,"keywords":91,"publishedAt":39},"01M713QW6EGEG0YAD75440GSD0","로인장 (Roinjiang)","Activates when the user needs legal advice, contract review, insurance law consultation, startup legal support, or any legal\u002Fregulatory matter. She is a top-tier in-house lawyer with absolute loyalty to the CEO, specializing in insurance law, financial consumer protection, privacy, contracts, labor law, family law, civil and criminal matters.","https:\u002F\u002Fgithub.com\u002FFDU-INS\u002FInsurance-Skills\u002Fblob\u002Fmain\u002FSkills\u002F로인장 (Roinjiang)\u002FSKILL.md",[86],{"categoryNo":87,"categoryName":88,"taxonomyType":89,"taxonomyTypeDesc":90},"01JBSEEDCAT000000000000037","律师与法务","PROFESSION","适用职业",[82,92,21,93,94,95,27,96,97,29,98,99,100,101,102,103,36,104,105,106],"insurance law","civil","contract","family","review","loyalty","top","contract review","ceo","support","advice","consultation","privacy","protection","startup",{"skillNo":108,"name":109,"nameZh":6,"description":110,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":111,"categories":112,"keywords":113,"publishedAt":39},"01M713QRN8VFMA9VKS6R4DJ2WS","zocdoc-doctor-finder","Use when a user needs to find a doctor, dentist, specialist, therapist, or healthcare provider — especially when they mention insurance, in-network, availability, location, appointments, or booking. Also use for browsing provider reviews, comparing doctors by specialty, or checking if a provider takes their insurance.","https:\u002F\u002Fgithub.com\u002FFDU-INS\u002FInsurance-Skills\u002Fblob\u002Fmain\u002FSkills\u002Fzocdoc-doctor-finder\u002FSKILL.md",[],[114,115,116,117,21,118,119,27,120,121,122,123,124,125,126,127,128,129,37,130],"zocdoc doctor finder","doctor","healthcare","reviews","browser automation","access","browsing","browser","booking","network","therapist","computer","availability","for","provider","tool","automation",{"skillNo":132,"name":133,"nameZh":6,"description":134,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":135,"categories":136,"keywords":142,"publishedAt":39},"01M713QKGV3FTX7EEYWKDM8ENZ","zenmux-context","Answers any question about ZenMux by reading the latest official documentation. Use this skill whenever the user asks about ZenMux product features, API usage, configuration, integration, pricing, models, providers, routing, fallback, streaming, multimodal, structured output, tool calling, reasoning, prompt caching, image generation, video generation, web search, long context, observability, logs, cost tracking, usage analytics, insurance, subscription, pay-as-you-go, invoices, best practices for tools like Claude Code, Cursor, Cline, CodeX, Gemini CLI, opencode, Cherry Studio, Obsidian, Sider, Open-WebUI, Dify, Neovate, GitHub Copilot, OpenClaw, CC-Switch, Immersive Translate, Studio Chat, architecture, benchmarks, FAQ, contact, privacy, terms of service, compliance, or any other ZenMux-related topic. Also trigger when the user writes in Chinese about ZenMux: 文档, 使用指南, 快速开始, API 参考, 最佳实践, 模型路由, 供应商路由, 订阅, 按量计费, 可观测性, 帮助, 常见问题, 接入指南, 配置. Trigger on phrases like \"how to use ZenMux\", \"ZenMux docs\", \"ZenMux API\", \"ZenMux integration\", \"ZenMux 怎么用\", \"ZenMux 接入\", \"ZenMux 配置\". Even if the user doesn't say \"ZenMux\" explicitly but asks about LLM API aggregation, model routing, provider fallback in a context where ZenMux is the project being worked on, this skill should activate.","https:\u002F\u002Fgithub.com\u002FFDU-INS\u002FInsurance-Skills\u002Fblob\u002Fmain\u002FSkills\u002Fzenmux-context\u002FSKILL.md",[137],{"categoryNo":138,"categoryName":139,"taxonomyType":140,"taxonomyTypeDesc":141},"01JBSEEDCAT000000000000016","图像与多媒体","SCENARIO","使用场景",[143,144,145,146,21,147,148,149,150,151,152,153,154,155,156,157,158,159,160,161],"context","zenmux context","Video","chinese","project","web search","translate","search","open","question","pay","image","you","activate","architecture","logs","streaming","cherry studio","how",{"skillNo":163,"name":164,"nameZh":6,"description":165,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":166,"categories":167,"keywords":168,"publishedAt":39},"01M713QHWTBG634BCBV7NBJME1","workers-comp-guide","Guide workers compensation compliance and claims management.\nTRIGGERS - Use when user needs help with workers-comp-guide related tasks.","https:\u002F\u002Fgithub.com\u002FFDU-INS\u002FInsurance-Skills\u002Fblob\u002Fmain\u002FSkills\u002Fworkers-comp-guide\u002FSKILL.md",[],[169,170,171,172,173,21,174,175,37,27,176,29,177,178,179,180,181,45,182],"workers","comp","workers comp","workers comp guide","guide","triggers","workers-comp","tasks","claims management","claims","compliance","help","compensation","user",{"skillNo":184,"name":185,"nameZh":6,"description":186,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":187,"categories":188,"keywords":198,"publishedAt":39},"01M713QF45VMV1685AFNF1GPMA","weekly-kpi-report","Generate McKinsey-style board presentation PPTs from weekly auto insurance data. Automatically calculates 16+ KPIs, creates executive-level slides with actionable insights, and supports week-over-week comparisons. Use when user uploads insurance cost data (Excel\u002FCSV) and requests board report, weekly presentation, executive briefing, or mentions keywords like 董事会汇报, 周报PPT, 经营分析演示, McKinsey-style reports.","https:\u002F\u002Fgithub.com\u002FFDU-INS\u002FInsurance-Skills\u002Fblob\u002Fmain\u002FSkills\u002Fweekly-kpi-report\u002FSKILL.md",[189,192,195],{"categoryNo":190,"categoryName":191,"taxonomyType":140,"taxonomyTypeDesc":141},"01JBSEEDCAT000000000000003","演示文稿",{"categoryNo":193,"categoryName":194,"taxonomyType":140,"taxonomyTypeDesc":141},"01JBSEEDCAT000000000000004","电子表格",{"categoryNo":196,"categoryName":197,"taxonomyType":89,"taxonomyTypeDesc":90},"01JBSEEDCAT000000000000034","行政与办公人员",[199,200,201,32,202,21,203,204,205,206,27,207,208,209,210,211,212,213,37,214],"weekly","weekly kpi report","kpi","xlsx","actionable","insights","briefing","auto","board report","reports","generate","演示","data","presentation","slides","uploads",{"skillNo":216,"name":217,"nameZh":6,"description":218,"descriptionZh":6,"repositoryFullName":8,"ownerLogin":9,"ownerAvatarUrl":10,"ownerAccountNo":11,"ownerDisplayName":12,"repositoryNo":13,"starsCount":14,"licenseSpdxId":15,"licenseFileUrl":6,"sourceHtmlUrl":219,"categories":220,"keywords":224,"publishedAt":39},"01M713QA9WJDHMNVTTY1ENRKVB","wealth-advisory","Wealth management and financial planning for HNW and UHNW clients. Activate when the user\nmentions wealth management, financial planning, retirement, estate planning, tax planning,\nGRAT, IDGT, trust, asset allocation, withdrawal rate, Monte Carlo simulation, goals-based\ninvesting, tax-loss harvesting, Roth conversion, insurance, annuity, mortgage strategy,\nconcentrated stock, family office, direct indexing, 529 plan, charitable giving, donor-advised\nfund, private foundation, or asks about personal finance strategy, inheritance, long-term\nfinancial planning, or UHNW advisory.","https:\u002F\u002Fgithub.com\u002FFDU-INS\u002FInsurance-Skills\u002Fblob\u002Fmain\u002FSkills\u002Fwealth-advisory\u002FSKILL.md",[221],{"categoryNo":222,"categoryName":223,"taxonomyType":89,"taxonomyTypeDesc":90},"01JBSEEDCAT000000000000040","财务",[225,226,21,227,228,27,156,229,230,231,232,233,234,235,236,237,238,239,240,241],"wealth advisory","advisory","stock","inheritance","conversion","indexing","plan","simulation","personal finance","rate","allocation","asset","direct","personal","investing","trust","planning"]