Case Study: Unipol Group achieves production optimization and aligned capital management with SAS Firmwide Risk for Solvency II

How Unipol Financial Group transformed Solvency II compliance into strategic opportunity

Unipol Financial Group, a leading Italian insurer, turned the regulatory challenge of Solvency II into a strategic initiative to move from compliance to capital optimization. Faced with the need to link risk, capital and yield across multiple business lines and disparate systems, the company also committed to adopting an internal model, improving data quality, and driving a cultural shift toward management-based capital allocation.

Unipol implemented SAS Firmwide Risk for Solvency II as a central integration and analytics layer, ingesting about 200 operational data flows, cleaning and standardizing them, and running internal-model calculations for life, P&C, market, credit and operational risk. Backed by a joint Risk and IT team, common nomenclature and training, the project delivered consolidated risk aggregation and reporting that now supports pricing and capital-allocation decisions, optimizes production factors and aligns capital management with business performance.

Unipol Group

Renzo Avesani

Risk Management Director