Regulation · Solvency UK · ORSA

The ORSA under Solvency UK, explained for insurers

The Own Risk and Solvency Assessment is the insurer's own forward-looking view of the risks it faces and the capital it needs to meet them — the assessment that ties risk profile, strategy and the SCR together, carried forward under the UK's Solvency UK regime.

What is the ORSA?

The ORSA is a firm's own assessment of its overall solvency needs, its continuous compliance with capital requirements, and how far its actual risk profile departs from the assumptions behind the SCR. It is forward-looking and owned by the board — not a regulatory return produced once and filed, but a living view that informs strategy and capital.

It continues under Solvency UK, the UK's reformed prudential regime for insurers. Firms should confirm the current Solvency UK rules, expectations and any transitional detail against the PRA's published materials.

What the ORSA is expected to cover

Across the regime and supervisory expectations, an ORSA is generally expected to address, in outline:

Overall solvency needsThe firm's own view of the capital it needs across all material risks — not only those captured in the standard formula or internal model.
Risk profile vs SCR assumptionsHow far the actual risk profile deviates from the assumptions underlying the SCR, and what that means for the appropriateness of the capital calculation.
Continuous complianceAssessment of continuous compliance with capital requirements and technical-provision rules, forward over the business-planning horizon.
Forward-looking & stressForward-looking assessment including stress and scenario testing and, where used, reverse stress testing against the plan.
Board ownership & useGenuine board ownership and use in decision-making — the ORSA informing strategy and risk appetite, not sitting beside them.

What it means for how you run the ORSA

The hard part of a good ORSA is that it has to be forward-looking, integrated and current — yet most firms assemble it once a year from siloed inputs that are stale by the time the document is signed.

Abgalis carries the seven risk domains in one live model wired to the Solvency UK balance sheet, so the ORSA's forward-looking and stress views draw on one current model and can be shown resolving to the SCR — with climate embedded where SS5/25 now expects it. It is analytics, not authority: the actuarial and risk functions own the ORSA and every capital judgement. See Abgalis for UK insurers, for Lloyd's managing agents, or the wider case in integrated ERM & climate.

Solvency UK ORSA — questions insurers ask

What is the ORSA?

The Own Risk and Solvency Assessment is an insurer's own forward-looking assessment of its overall solvency needs, its continuous compliance with capital requirements, and how far its risk profile departs from the assumptions behind the SCR. It is board-owned and used to inform strategy and capital, and it continues under Solvency UK.

What is Solvency UK?

Solvency UK is the UK's reformed version of the Solvency II prudential regime for insurers, following the review of retained EU law. The ORSA remains a core requirement, with the PRA's expectations set out in supervisory statement SS19/16; note the PRA still uses the term “Solvency II” across its materials. Firms should confirm the current rules and expectations against the PRA's published materials, as the detail has been subject to reform.

What must an ORSA cover?

In outline: overall solvency needs across all material risks, the deviation of the risk profile from SCR assumptions, continuous compliance forward over the planning horizon, forward-looking stress and scenario testing, and genuine board ownership and use. The PRA's rules and expectations are the authoritative source.

How does Abgalis support the ORSA?

Abgalis carries the seven risk domains in one live model wired to the Solvency UK balance sheet, so the forward-looking and stress elements of the ORSA draw on one current model and can be shown resolving to the SCR, with climate embedded. The actuarial and risk functions retain ownership of the ORSA and the numbers.

Does Abgalis produce or sign our ORSA?

No. The ORSA is owned and signed off by the firm's board and its risk and actuarial functions. Abgalis provides the integrated model and analytics that inform it; it does not author, approve or take responsibility for the firm's ORSA or capital judgements.

How does climate fit the ORSA?

Climate risk is expected to be embedded across the business and reflected in the ORSA where material — the direction of the PRA's SS5/25 expectations. Abgalis carries climate as one of the seven domains so it flows into the ORSA by construction rather than as a separate annex.

This page is a general explainer, not legal, regulatory or actuarial advice. Firms should refer to the PRA's published Solvency UK rules and ORSA expectations and take their own advice. Abgalis is a risk data and analytics provider and is not a regulated or authorised firm; accountability for the ORSA and all capital judgements remains with the insurer.

See everything.
Before it happens.

Discover how ABGALIS can unify your enterprise risk landscape into a single, living digital twin — with foresight across every domain.

Your data is handled in accordance with GDPR. We never share your information. Privacy Policy

Download Research Paper

Enter your details to access our peer-quality research from the Abgalis Risk Intelligence Lab.

Your data is handled in accordance with GDPR. We never share your information.