Commissioner proposes waiting for results of impact study on long-term guarantees in March 2013
Insurers keen to invest in real economy, finds BaFin study, but regulatory uncertainty holding them back
Consistency needed to ensure level playing field, argues Eiopa chairman
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Solvency ii articles
Solvency II is expected to give rise to significant volatility in insurers’ capital own funds due to the regime’s market-consistent view of the economic balance sheet. Managing this volatility and ensuring that fluctuating capital levels remain above...
When it comes to asset-liability management (ALM), general insurers face far less of a challenge than their life counterparts given the considerably shorter duration of their liabilities. Yet, the growth of periodical payment orders (PPOs) in personal...
European Parliament plenary vote on Omnibus II will take place on November 20
With an ultimate forward rate-based extrapolation looking very likely for Solvency II, the Royal Bank of Scotland Insurance ALM Advisory team has carried out extensive research on optimal hedge strategies for hedging the Solvency II risk-free rate
With an agreement on Omnibus II still to be found, Thomas Whittaker asks Sharon Bowles MEP, chair of the European Parliament’s Economic and Monetary Affairs Committee (Econ), about whether an agreement can be reached and if the January 1, 2014 implementation...
Unable to hedge out the duration mismatch on their legacy guarantees, Korean insurers are turning to yield enhancement products in order to balance their life books
The proposed method for extrapolating the risk-free yield curve under Solvency II could have serious consequences for insurers, changing their risk profile and distorting the swap market. As a result risk management will become more complex and potentially...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future