Sijbo Holtman
PhD
Consultant
Amsterdam, NL
Sijbo Holtman is a consultant in the Amsterdam office of Milliman. His main areas of expertise are related to balance sheet management, risk management, and risk and capital modelling.
Experience
Sijbo joined Milliman in 2024 and has more than 13 years of experience in the financial industry.
Before joining Milliman, Sijbo had various roles at large Dutch insurance companies. He worked in both risk and finance departments. His latest role was manager, Balance Sheet Management.
Throughout his career, Sijbo has worked on a range of balance sheet management topics such as asset-liability management, hedging, liquidity management, and capital initiatives. His experience also includes internal model development, capital modelling, valuation, and reporting.
Education
- PhD, Mathematics, University of Groningen
- MsC, Physics, University of Groningen
Publications
Read their latest work
Article
Equity investments, symmetric adjustment updates, and Solvency II ratio stability
21 October 2024 - by Charly Hunsicker, Sijbo Holtman, Joost Broens
Solvency II: We summarize the amendment to the symmetric adjustment of the standard-formula equity-risk module, and provide some other insights.
Article
Analysing 2023 Solvency and Financial Condition Reports (SFCR) of life insurers in The Netherlands
23 September 2024 - by Cornelis Slagmolen, Sijbo Holtman, Koen Zomerdijk, Rens IJsendijk
We analyse the SFCRs of eight entities of Dutch life insurers, representing about 98% of the total assets of the Netherlands market.
Article
Consequences of Solvency II extrapolation methods in the higher interest rate environment
24 April 2024 - by Floris Brull, Joost Broens, Sijbo Holtman, Tarik Aouragh
We examine a key question with higher interest rates: How do variations in Solvency II extrapolation methods influence the valuation of insurance liabilities?