Withdrawal guarantees ensure the periodic deduction of a constant dollar amount from a fund for a fixed number of periods. If the fund is depleted before the last withdrawal, the guarantor has to finance...
On March 7, 2009 the Bank of England began its aggressive policy of monetary stimulus, slashing interest rates to 0.5% and commencing quantitative easing. Now, four years on, with the UK economy teetering...
A panel of experts discuss the requirements of the Risk Management Own Risk and Solvency Assessment Model Act and how insurers can effectively prepare for it
More Michael Faulkner articles
Wide-ranging changes to the the OTC derivatives market are leading insurers to upgrade their collateral management systems, often quite substantially. But the complex requirements and computational power needed is providing a challenge - not just for...
European Commission confirms new head of insurance and pensions unit
Extrapolation methodology must be robust and allow insurers to manage solvency positions, says Insurance Sweden
Long-term solution to discount rate needed due to Solvency II delays, says regulator
Hedge funds need to address transparency and risk reporting standards to avoid punitive capital treatment under Solvency II, as European insurance companies are keen to increase the current 1% allocation. Kris Devasabai reports
Trading strategies that follow trends, or market momentum, result in positively skewed distribution of trading returns. Strategies that are linear in the factors driving the momentum have been studied before, but Richard Martin and Ali Bana extend this...
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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