Issue: Sep 2012
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COVER STORY
Systemic risk debate hots up over variable annuities and ILS
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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
Original headline:
Source: Insurance Risk
When it comes to asset-liability management (ALM), general insurers face far less of a challenge than their life counterparts given the considerably shorter...
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...
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Latest issue - Features
Keeping above the capital floor
Original headline:
Source: Insurance Risk
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...
Insurers eye longevity swap market
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Source: Insurance Risk
The withdrawal of banks from the longevity swaps market is presenting opportunities for insurers to muscle in. But while pension schemes may be keen...
Taking the macro view
Original headline:
Source: Insurance Risk
Market uncertainty means insurers are increasingly looking to protect themselves with macro hedges, but defining the risk they face is not always straightforward...
Q&A: Sharon Bowles, Econ committee chair, on the Omnibus II trilogues
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Source: Insurance Risk
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...
An alternative model for extrapolation
Original headline:
Source: Insurance Risk
The proposed method for extrapolating the risk-free yield curve under Solvency II could have serious consequences for insurers, changing their risk...
Latest issue - More articles
Non-linear mixture of asset return models
Original headline:
Source: Insurance Risk
Sandrine Tobelem-Foldvari and Pauline Barrieu present a non-linear methodology that combines different asset return models in order to define the preferable...
Sponsored feature: Royal Bank of Scotland
Original headline:
Source: Insurance Risk
With an ultimate forward rate-based extrapolation looking very likely for Solvency II, the Royal Bank of Scotland Insurance ALM Advisory team has carried...
Latest issue - News
Hedge fund enables insurers to capitalise on bank deleveraging
Published online only
Source: Insurance Risk
Tenax Capital fund will buy bank loans and provide debt capital to corporates
Policy-makers urged to widen scope of matching adjustment 'for good of society'
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Source: Insurance Risk
Current proposals would transfer risk to consumers and increase price of guarantees, argues consultancy
Standard formula ‘an inadequate risk measure’ for high-risk bonds
Published online only
Source: Insurance Risk
Eiopa urged to adjust bond SCR as study by Edhec Business School suggests Solvency II could discourage insurers from long-term bond investment
Eiopa resists calls to ease Orsa risk quantification requirements
Published online only
Source: Insurance Risk
But relaxes solvency projection rules in updated draft level 3 guidance on Own Risk and Solvency Assessment
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