Stochastic modelling of reinsurance credit risk
Firms struggling with validating external models, expert judgement and risk dependencies, say experts
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Requirements for using deduction and aggregation method to calculate SCR of subsidiaries remain too high, insurers say
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Not-for-profit modelling framework aims to liberalise the catastrophe risk model industry
Recommendations over supervisory colleges, private mortgage insurance and reinsurance collateral rejected by NAIC members
Exception in draft Level 2 text could exclude active funds
Size and tenor of deals grow in importance as illiquidity premium fades
As life insurers increase their exposure to infrastructure, Blake Evans-Pritchard reports on the different ways in which they are approaching the asset class
The perennial challenge for insurers and reinsurers is to make certain that the assets they hold will cover all their present and future liabilities. Traditionally, companies have sought to manage t...
Insurers predicted to increase ETF exposure
European Commission's unofficial Level 2 draft disregards insurers’ calls for the adjustment to be capped
Two months after the landmark political agreement on Omnibus II, MEP Burkhard Balz discusses the thorny issues that did not make it into the directive, spells out his expectations for the level 2 te...
China is the driving force of Sun Life Financial Hong Kong’s business but a lack of hedging instruments is a problem, as its chief executive tells Asia Risk
As European insurers increasingly invest in illiquid corporate debt, credit funds and partnerships with banks are helping them overcome their lack of expertise and tap into a market that offers high...
Calibration for general insurers and with-profits funds frustrates regulator's progress
High yields and low volatility driving comeback from core-Europe firms
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