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Smoothing the flow: integrating workflow in Solvency II
Source: Life & Pension Risk
Insurers need to overhaul their approach to dealing with the flow of data within their organisations, if they are to comply with all of the requirements of Solvency II, not just Pillar I. Clive Davidson...
Political Chess: debate over form of level 2 implementing measures hots up
Source: Life & Pension Risk
The European Parliament is proposing changing many delegated acts into regulatory standards potentially...
Source: Life & Pension Risk
One of the most fundamental points of Solvency II still remains one of the most contentious...
- Life & Pension Risk Nordics: Orsa risk quantification will not require internal model - Eiopa
- Life & Pension Risk Nordics: Market volatility and Solvency II 'present opportunities for life sector'
- US insurers review FSA restrictions on life settlements
- Eiopa warns on use of external data in internal capital models
- New longevity indexes ‘a step forward’ in developing tradable market but challenges remain
- Liquidity swap activity will be driven by bank funding needs, say bankers
- UK insurers set to lobby for easing of constraints on matching adjustment
Latest issue highlights
Market participants seek to address earthquake model blind spots
Recent earthquakes in New Zealand and Japan have woken up many insurers to the potential for unexpected losses from secondary agents...
Insurers stress liquidity and lapse risk amid concern over interest rate spike
The financial crisis put insurers’ liquidity under pressure when falling interest rates prompted policyholders to let their policies...
Opinions divided on benefits of XBRL reporting standard for Solvency II
European policy-makers are exploring the use of XBRL, a standardised reporting language, for Solvency II. While mandating its use...
Editor's choice
The Solvency II timetable is a coiled spring under pressure
Another month, another delay to Solvency II. This time the focus is the date by which member states must transpose the directive into national law. The...
Slow progress on Solvency II internal model validation threatens approval, FSA warns
Firms could be ejected from internal model application process if they do not improve, says regulator
Sponsored webinar: BNY Mellon
Life & Pension Risk and webinar sponsor BNY Mellon Asset Servicing convened industry leaders to discuss the issue of data management in the wake of...
Upcoming conferences
ALM Europe
UK, 25th - 26th Sep 2012
Solvency II and Risk Management
UK, 9th - 10th Oct 2012
Risk Return Italia
Italy, 21 Nov 2012
Training courses
Nexus-Risk Training
USA, 26th - 26th Oct 2012
Operational Risk for Banks: appetite and management
UK, 24th - 25th May 2012
OIS Derivative Discounting: present and future challenges
USA, 25 May 2012
Global reports
Solvency II
Risk management for investors
Strategic asset allocation
Technical papers
Stress testing with fully flexible causal inputs
Propagating causal stress tests on selected risk factors to all the risk drivers is a challenging task. Attilio Meucci relies on entropy pooling to...
CMS: covering all bases
Simon Cedervall and Vladimir Piterbarg develop a new vanilla model that directly links constant maturity swap (CMS) and payment convexity in general...
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Life & Pension Risk - 2011 awards
Life & Pension Risk rewards best practice and innovative thinking in its 2011 awards
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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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