Issue: Nov 2012
Search the archives of Insurance Risk
COVER STORY
Systemic risk debate hots up over variable annuities and ILS
Original headline:
Source: Insurance Risk
Regulators are targeting insurers’ use of variable annuities and insurance-linked securities in their fight against global systemic risk. But insurers say these products are fundamental to the way the...
EDITOR'S LETTER
Solvency II
Impact study on long-term guarantees package is crucial for devising new Solvency II timetable
Original headline:
Source: Insurance Risk
It will only be a matter of time before the official start date for Solvency II is moved. During the past few months, the January 1, 2014 implementation...
EDITOR'S CHOICE
Original headline:
Source: Insurance Risk
Moves to central clearing of many derivatives will mean hedge assets and margin will be valued using the overnight interest rate. Yet insurers’ liabilities...
Do you want to discuss Solvency II?
Join our Linked In Group!
Members of our Linked In Group receive links to our articles, discussions with editors and journalists, invitations and discounts.
Latest issue - Features
US Orsa marches on
Original headline:
Source: Insurance Risk
The US Own Risk and Solvency Assessment has reached the next stage of its development with the approval of the model act. But there are still concerns...
Move to swaps discounting presents ALM challenges for with-profits funds
Original headline:
Source: Insurance Risk
The move to discounting liabilities using swap rates under Solvency II will present challenges for UK with-profits funds that have been used to matching...
Testing to destruction
Published online only
Source: Insurance Risk
Reverse stress testing is set to become standard practice under Solvency II as part of the validation process for internal models, yet for most European...
Insurers assess partial models to reflect risk profile
Original headline:
Source: Insurance Risk
Partial internal models are likely to play an important role in many firms’ Solvency II capital calculations, as they look for ways to make the standard...
Latest issue - More articles
Adjoint Greeks made easy
Original headline:
Source: Insurance Risk
Luca Capriotti and Michael Giles show how algorithmic differentiation can be used to systematically implement the adjoint calculation of sensitivities...
Latest issue - News
FSA proposals to ease Icas modelling burden raise questions over inclusion of Solvency II risk margin
Published online only
Source: Insurance Risk
Suggestions that regulator is already beginning to apply Solvency II assumptions to capital calculations
EU elections could derail Solvency II development, warn insurers
Published online only
Source: Insurance Risk
Solvency II must be completed this parliamentary term, insists Econ chair Sharon Bowles
Insurers welcome Eiopa’s review of capital charges on infrastructure and securitisations
Published online only
Source: Insurance Risk
Standard formula is too harsh and fails to reflect real risk of long-term finance, say insurers
Insurers 'must understand risk on non-traditional assets'
Published online only
Source: Insurance Risk
Modelling and regulatory impact of new asset classes must be considered in search for higher yield
Data challenges for cat risk ‘threatens standard formula usage’
Published online only
Source: Insurance Risk
Lack of data could force insurers with non-standard catastrophe risks to use internal model, warns Insurance Europe
Insurers push for new way to recognise equivalence of Canada
Published online only
Source: Insurance Risk
Regime recognition mechanism proposal should be agreed in Omnibus II, says Standard Life's Porteous
Excited by fat tails?
Publish your Cutting Edge technical article!
The Insurance Risk technical team is calling for submissions to showcase the latest research. Contact laurie.carver@incisivemedia.com
Updating your subscription status 
Risk IPad Apps
Email alerts
Weekly poll
Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
Related Jobs
Topics of interest
