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Stijn Donckers headshot

Stijn Donckers

Msc
Consultant
Amsterdam, NL

Stijn Donckers works as a consultant in the Amsterdam office of Milliman.

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Experience

Stijn joined Milliman in 2022 and has one year of experience. Before joining Milliman, Stijn worked for seven months as a working student in the FRM department of KPMG, assisting the modelling team of a Dutch bank with the development of an internal model for probability of default estimation.

During his time at Milliman, Stijn has been involved in mostly risk- and life-related projects. His activities included the following:

  • Support of the actuarial reporting department of a Dutch insurer; activities included updating the non-economic assumptions.
  • Review of internal methodology used by a Dutch insurer for the calculation of shocks. This review was part of a wider balance sheet optimization process.
  • Appropriateness test Solvency II Standard Formula.
  • Optimization of (Solvency II) reporting processes.
  • Calibration of an anomaly detection model to new markets for a company in the Dutch retail industry.
  • Alignment of risk management documentation with a new governance structure for a Dutch insurer.
Publications

Read their latest work

Article

Impact of rising interest rates globally: A blessing or a curse for the solvency position?

09 October 2023 - by Aatman Dattani, Josh Dobiac, Daniel Sharon, Lotte van Delft, David Harris, Stijn Donckers, Ed Morgan, Takanori Hoshino, Joost Broens
With rising rates and high inflation, insurers worldwide need robust frameworks and nimbleness in the once slow moving and stable world of life insurance.
Article

The new interest rate environment: Back to normal? – Part 3

09 March 2023 - by Maarten Ruissaard, Joost Broens, Freek Zandbergen, Rik van Beers, Sinéad Clarke, Stijn Donckers
We discuss how the increased interest rate environment creates uncertainty, affecting economic scenarios, capital requirements, and stress and scenario testing.
Article

The new interest rate environment: Back to normal? – Part 2

21 February 2023 - by Maarten Ruissaard, Joost Broens, Freek Zandbergen, Rik van Beers, Stijn Donckers
Changes to UFR drag are not solely driven by the variance in market rates, but also to changes in their level and slope, and a second order extrapolation effect
Article

The new interest rate environment: Back to normal? – Part 1

27 January 2023 - by Maarten Ruissaard, Joost Broens, Freek Zandbergen, Rik van Beers, Stijn Donckers
We discuss the developments in the interest rate markets over 2022 and how the increases have affected the level of liability discount rates for insurers.