‘Capital is like a reservoir’
South Africa: regime change
Targeting currency risks
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'
Smoothing the flow
And Danish regulator says there has been too much focus on Solvency II’s capital requirements
Life & Pension Risk Nordics: Market volatility and Solvency II 'present opportunities for life sector'
Solvency II must be implemented on time, says Länsförsäkringar Liv CFO
Insurers must supply information on third-party models in support of their internal model application
The Solvency II timetable is a coiled spring under pressure
Governments should support development of longevity risk market – IMF
Slow progress on Solvency II internal model validation threatens approval, FSA warns
Stress testing with fully flexible causal inputs
Evolution, not revolution
The extrapolation conundrum
When surrender is an option
CMS: covering all bases
Matching premium back in the spotlight
The risk challenge
Relief as new matching premium included in Omnibus II Econ text, but questions remain over how it will work