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Sijbo Holtman

PhD
Consultant
1101 BE, 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.

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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.

Publications

Read their latest work

Article

Analysing 2023 Solvency and Financial Condition Reports (SFCR) of life, non-life and composite insurers in Belgium

19 December 2024 - by Rik van Beers, Sijbo Holtman, Rens IJsendijk
We give an overview of our main observations resulting from analysing the 2023 SFCRs of 45 Belgian insurers, selected based on their total assets.
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?