The magazine for insurance and pension risk managers
Top stories
Solvency II asset charges will not stop insurers funding banks
Solvency II is expected to lead to changes in insurers’ investment strategies. Janko Gorter and Melle Bijlsma argue that the effects on the financial markets and the real economy may not be as significant...
How insurers are dealing with internal model validation
Model validation is a key element for internal model approval under Solvency II, but it is one...
The road to US Solvency II equivalence will be a difficult one
The US Solvency Modernisation Initiative places the country in an encouraging position for Solvency...
- Delay to Solvency II is ‘pure speculation’, says European Commission
- FSA guidance on liquidity swaps imminent as meeting with institutions scheduled
- Further delay to Omnibus II as European Parliament takes time for scrutiny
- Solvency II reporting compliance is challenging insurers, survey finds
- Solvency II asset charges will not stop insurers providing bank funding, say economists
- European Insurers face downgrades amid continuing sovereign debt crisis
- Further uncertainty on Solvency II rules as Omnibus II vote postponed
Latest issue highlights
Warm words from van Hulle on counter-cyclical tools, but questions remain
Calls for guidance as FSA provides relief to insurers on dual-capital model concerns
Alternative liability modelling techniques
A recent study in the US by the Society of Actuaries and Ernst & Young has examined the effectiveness of a range of new liability...
Meeting the volatility challenge of guaranteed products
Volatility in the market means guarantees are getting more expensive. Blake Evans-Pritchard looks at whether companies will be able...
Editor's choice
“Solvency II is good for you”
This will be a critical year in the development of Solvency II. Karel van Hulle, the man leading the European Commission’s work on Solvency II, proclaimed...
Sovereign risk poses greatest threat to European insurers
Eiopa stress test shows threat to insurers of low interest rates
A historical-parametric hybrid VAR
The calculation of value-at-risk by historical simulation suffers increasingly from the problem of missing market data as the number of time series being...
Upcoming conferences
Life and Pensions Nordics
Sweden, 15 May 2012
ALM Europe
UK, 27th - 28th Sep 2012
Risk Return Italia
Italy, 29 Nov 2012
Training courses
Marcello Minenna on Derivative Pricing and Model Calibration: Tools and Techniques
UK, 15th - 17th Feb 2012
Basel 2.5 to Basel III: Challenges and Objectives for Risk Management
UK, 16th - 17th Feb 2012
Basel 2.5 to Basel III: Challenges and Objectives for Risk Management
USA, 23rd - 24th Feb 2012
Global reports
Solvency II
Risk management for investors
Strategic asset allocation
Technical papers
A historical-parametric hybrid VAR
The calculation of value-at-risk by historical simulation suffers increasingly from the problem of missing market data as the number of time series being...
Sponsor covenants in risk-based capital
With a second European Union consultation on moving pension fund capital requirements on to a more market-consistent, risk-based capital framework...
Awards & rankings
Life & Pension Risk - 2011 awards
Life & Pension Risk rewards best practice and innovative thinking in its 2011 awards
Life & Pension Risk - 2010 awards
Life & Pension Risk rewards best practice and innovative thinking in its 2010 awards
Updating your subscription status 
Life and Pension Risk
Ernst & Young interview on the obstacles posed by Solvency II and IFRS. Watch the video here.
Email alerts
Get similar articles delivered to your inbox
Weekly poll
Technology white papers
Related Jobs
