ISA 520 · ISA 570 · Insurance

Financial Ratio Calculator
for Insurance

Pre-configured for insurance entities. Altman Z-Score is not applicable — use combined ratio, loss ratio, and Solvency II metrics instead.

Financial Data

Enter the essential financial figures below. Expand the additional sections for a comprehensive analysis.

Financial Ratio Analysis Guide for European Auditors — free PDF

ISA 520 & ISA 570 practical workbook: all formulas with visual explanations, industry benchmark reference tables from BACH for 15 industries, ratio interpretation guide, and template narrative paragraphs for audit working papers.

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ISA 520.5 — Design and perform analytical procedures near the end of the audit that assist in forming an overall conclusion.

ISA 520.A1 — Analytical procedures may include ratios such as gross margin percentages and ratio of sales to accounts receivable.

ISA 570.A3 — Negative working capital, adverse key financial ratios, operating losses, and other indicators may cast doubt on going concern.

Financial Ratio Analysis for Insurance

Insurance company financial ratio analysis requires a specialised approach that accounts for the unique economics of underwriting and investment income. Traditional ratios like gross margin have limited meaning because the primary 'cost' — claims payments and reserve movements — is estimated rather than observed. The combined ratio (loss ratio + expense ratio), loss ratio, and Solvency II capital coverage ratio are the primary analytical metrics for insurance entities.

The Altman Z-Score is not applicable to insurance companies. Like banks, insurers operate with naturally high leverage and unique asset-liability structures that render the Z-Score meaningless. IFRS 17 (effective from 2023) has fundamentally changed how insurance contract revenue and liabilities are recognised, making pre-2023 ratio benchmarks less comparable. The contractual service margin (CSM) and risk adjustment components introduce new layers of estimation into the financial statements.

European insurance benchmarks from BACH show median ROE of 10.0% and median net margin of 8.0%. However, insurance profitability is highly cyclical — soft market conditions compress underwriting margins, while catastrophe events can cause sudden losses. When performing analytical procedures under ISA 520, auditors should compare loss ratios across accident years (not just calendar year), assess IBNR reserve adequacy trends, and analyse investment portfolio composition shifts that may indicate reaching for yield to offset underwriting losses.

Regulatory Context

Solvency II capital requirements. IFRS 17 insurance contract recognition. EIOPA supervisory expectations. Claims reserve adequacy and actuarial opinions. Reinsurance credit risk assessment.

Industry-Specific Going Concern Indicators (ISA 570)

Solvency II coverage ratio declining toward 100%

Combined ratio consistently exceeding 105%

Claims reserves being repeatedly strengthened (prior year development)

Loss of reinsurance capacity or reinsurance counterparty default

Significant catastrophe exposure relative to available capital

Regulatory enforcement action or recovery plan requirement

Worked Example: European General Insurer

NordStar Verzekeringen NV — general insurer with €180M gross written premiums

Key results: Current Ratio: 1.27, ROE: 8.8%, ROA: 1.8%, D/E: 4.00, Interest Coverage: 2.75x, Net Margin: 8.3%, Altman Z-Score: NOT APPLICABLE

Frequently Asked Questions — Insurance

Why is the Altman Z-Score not applicable to insurance companies?
The Altman Z-Score was developed for manufacturing companies and assumes standard asset-liability structures. Insurance companies hold significant technical provisions (claims reserves) that inflate liabilities without indicating financial distress. The investment portfolio structure and underwriting business model make standard leverage ratios meaningless for distress prediction. Use Solvency II capital coverage ratios instead.
How does IFRS 17 affect insurance financial ratio analysis?
IFRS 17 (effective January 2023) fundamentally changes insurance accounting. Revenue is now recognised as the insurer fulfils its obligations, not when premiums are written. The contractual service margin (CSM) represents unearned profit. Insurance contract liabilities include fulfilment cash flows and risk adjustment. Year-on-year ratio comparisons spanning 2022/2023 require careful adjustment. BACH 2023 data reflects IFRS 17 effects.
What combined ratio indicates a profitable insurance company?
A combined ratio below 100% indicates underwriting profitability (premiums exceed claims and expenses). European general insurers typically target combined ratios of 92–97%. A ratio above 100% means the insurer is losing money on underwriting and relies on investment income to be profitable overall. Consistently high combined ratios (>105%) raise going concern questions about the sustainability of the business model.
How should I assess claims reserves for going concern under ISA 570?
Claims reserve adequacy is the primary going concern factor for insurers. Review: reserve development triangles (are prior year reserves being strengthened?), IBNR methodology consistency, actuarial opinion qualifications, reinsurance recoverability, and catastrophe exposure relative to capital. An insurer that repeatedly strengthens prior year reserves may have a systemic under-reserving problem.
What Solvency II ratio is considered adequate?
The regulatory minimum is 100% of the Solvency Capital Requirement (SCR). However, most European regulators expect insurers to maintain buffers — typically targeting 130–180% coverage. Ratios below 120% trigger enhanced supervisory attention. A declining trend toward the regulatory minimum, even if currently above it, should be flagged as a potential going concern indicator.