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Getting to grips with the Orsa challenge
Across Europe insurers are reporting uneven progress in their preparations to meet the Orsa requirements, with many firms struggling to adapt their practices to the new regime. Ellen Davis reports
Arguments on artificial volatility dampeners must focus on fundamentals, warns Skinner
Debate on matching and counter-cyclical premiums must not remain linked to needs of specific...
Economic turmoil taxes market risk models
Managing market risk is a key issue for life insurers. Clive Davidson looks at the challenges...
- Eiopa chairman raises concerns over Solvency II delays
- FSA outlines draft guidance on liquidity swap transactions
- Cash-rich insurers eye loan books of de-leveraging European banks
- Delay to Solvency II is ‘pure speculation’, says European Commission
- 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
Latest issue highlights
Local regulators grapple with Solvency II implementation
National European regulators are moving forward with Solvency II implementation at varying speeds. With Omnibus II still to be finalised...
American VA providers de-risk to combat market volatility
Low interest rates and market volatility are unsettling variable annuity providers in the US. Blake Evans-Pritchard reports on how...
Market unrest prompts caution over commodities as diversifying asset class
Life insurers and pension funds have been using commodities as a portfolio diversifier for years. Blake Evans-Pritchard reports...
Editor's choice
The volatility challenge
Extreme market volatility continues to make life hard for insurers. The eurozone rumbles on without any clear sign of resolution and the threats of a Greek...
Strategic risk: RSA’s chief risk officer on applying Solvency II
UK insurance group RSA has embraced Solvency II. Last month, the group was awarded insurance risk manager of the year by Life & Pension Risk’s sister...
Perturbed Gaussian copula: introducing the skew effect in co-dependence
Gaussian copula models are often used in the industry when single-asset information is quoted but little is known about their joint relation. These...
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
Perturbed Gaussian copula: introducing the skew effect in co-dependence
Gaussian copula models are often used in the industry when single-asset information is quoted but little is known about their joint relation. These...
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...
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
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Life and Pension Risk
Ernst & Young interview on the obstacles posed by Solvency II and IFRS. Watch the video here.
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