The SAO process is co-ordinated by Market Reserving & Capital under the supervision of the Lloyd’s Actuary.

Please see the links to the documents below. The documents are:

Lloyd’s Reserving Thematic Tests FAQs

Lloyd’s LCR Roll-Forward Test of Uncertainty Template

Lloyd's Chief Actuary & Finance Director Forum - 8 July 2019

Large Loss Wording

2020 Lloyd's Valuation of Liabilities Rules

SAO Template 2019 Year End

Sample QMA 223 and corresponding SAO Signoff

Additional FAQ for above SAO Syndicate Template Return

Reserving Minimum Standards

           US Trust Fund Triangles (2018 Year End)

Lloyd's Actuarial NED Forum 2020 and Live Recording 

Signing Actuaries Forum November 2020 and Live recording

PRA Slides from the Lloyd's Actuarial Seminar on 7 December 2017

Lloyd's Update GIRO November 2020

LMAG - Lloyd's Casualty Market Study (June 2020)

Advisory Note on Unallocated Loss Adjustment Expenses.
http://www.actuaries.org.uk/sites/all/files/documents/pdf/expprovisions.pdf

Advisory Note on Bad Debt.
http://www.actuaries.org.uk/sites/all/files/documents/pdf/baddebt2005.pdf

Advisory Note on Lloyd’s US Opinions.
http://www.actuaries.org.uk/research-and-resources/documents/general-insurance-practice-executive-committee-2010-aps-g2-actuaria

For queries on the Valuation of Liabilities Rules please contact us using the details provided in the document.

 

Technical Provisions Guidance

Lloyds Solvency II Technical Provisions Guidance Nov 2019

Allocation Methodologies Guidance (May 2011) 

Risk code mapping to Solvency II class of business (May 2015)


Technical Provisions Data and Gross Quarterly Data Return

Instructions, Specifications and FAQs relating to these returns can be found on the Core Market Returns (CMR) system. To gain access to the CMR system please contact your internal administrator who grants access to the different forms. If you are still having difficulties or are unsure who your administrator is you can contact Application Support at:

ITGApplicationSupport2@lloyds.com


Actuarial Function Guidance 

Actuarial Function Guidance (March 2020)

 Syndicate Actuarial Function Report Review Self Assessment

 

Contacts

Emma Stewart (nee Potter)

Chief Actuary and Head of reserving

t: Tel: +44 (0)20 7327 5654
emma.stewart@lloyds.com

Ajay Shah

Manager, Market Reserving and Capital

t: +44 (0)20 7327 5682
ajay.shah@lloyds.com