Insurers are seeking greater protection for their derivatives trades, but efforts to renegotiate credit support annexes with counterparties are proving to be protracted and insurers are looking at ways...
Survey finds insurers still have significant work to do in order to meet 2015 Orsa deadline
Lack of product innovation means not enough products work in the low interest rate environment, panellists complain
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Michael Faulkner articles
Asset returns are well known to be fat-tailed, but widely used classical econometric techniques are not well suited for building such distributions. Craig Friedman, Yangyong Zhang and Wenbo Cao use a minimum relative utility-based entropy principle to...
Derivatives costs are set to rise on the back of new collateral management rules. Blake Evans-Pritchard looks at how life insurers are preparing
New rules on over-the-counter derivatives are set to have a significant impact on the insurance industry. The rules, the European Market Infrastructure Regulation in Europe and the US Dodd-Frank Act, will require certain OTC derivatives to be centrally...
Concerns political argeement on terms of reference may not be imminent
The move to central clearing of OTC derivatives trades will have a dramatic impact on the insurance industry’s use of collateral. A survey, conducted by Insurance Risk in conjunction with BNY Mellon, finds many insurers have yet to assess fully the...
With regulators struggling to get comfortable with insurers’ internal models, and with the memory of the subprime crisis still lingering, the question of how to ensure that the models are robust is worrying supervisors. Blake Evans-Pritchard reports...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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