The Insurance Risk Awards: showcasing the creativity of the risk community
Liability insurers need to embrace life ALM techniques
Ineffective use of economic capital frameworks 'could obscure true risk profile of firm'
Tenax Capital fund will buy bank loans and provide debt capital to corporates
Current proposals would transfer risk to consumers and increase price of guarantees, argues consultancy
Will reduce capital charge by at least 75%, inter-dealer broker claims
Eiopa urged to adjust bond SCR as study by Edhec Business School suggests Solvency II could discourage insurers from long-term bond investment
But relaxes solvency projection rules in updated draft level 3 guidance on Own Risk and Solvency Assessment
Negotiations to resume in September, but there are fears that deadlock will continue
Submissions now being accepted for awards that recognise best practice and innovative thinking in insurance risk management
FSA developing early warning system for internal models
Asset managers seek to standardise Solvency II asset data provision, but industry-wide solution presents challenges
A deal is needed on Omnibus II, even if it is not perfect
Further trilogue scheduled as policy-makers seek compromise on package for long-term products before summer recess
Risk management still immature at many firms, warns Evelyn Bourke
FSA fears 'tick-box' approach to risk management as insurers focus on Solvency II capital requirements
Companies will not receive any more guidance from FSA on Orsa development
Formula for risk control framework can optimise equity risk capital costs, claims research body
Solvency II presents considerable challenges for insurers and asset managers in terms of asset data management. Yet it is an area which to date has received relatively little attention. This webinar, in conjunction with BNY Mellon Asset Servicing, brings...
Welcome to the first issue of Insurance Risk
New Omnibus II yield curve extrapolation proposals ‘a significant ALM challenge for insurers’
‘Capital is like a reservoir’
It is well known that the quanto adjustment in the drift of the underlying has a significant impact on the prices of quanto options. Alexander Giese points out that an additional quanto adjustment in the underlying’s volatility needs to be considered...
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'