Local regime likely to be tougher than Solvency II, although risk margin might change
Row over calculation of discount rates exposes political differences
French bank helps captive insurers solve financing headaches
Buy-siders complain of 'ridiculous' costs to exit trades
Bank-style leverage ratio for insurers one option being discussed
G-Siis see MetLife opinion as strengthening their case against aspects of international regulation
Non-bank Sifis continue to sell assets, despite MetLife's court win
Megan van Ooyen from SAS rounds up the top five operational risk losses for March 2016
Federal court decision brings whole Sifi and G-Sii designation process into question
UK insurer’s risk function launched reviews of business and tech risks
Worry of financial firms shown by increasing demand for cyber liability insurance
Alexey Botvinnik and Vladimir Ostrovski propose a validation method for interest rate models
Risk teams urged not to "obsess over downside" at Swiss insurer
Advisers are pitching ideas to help companies deal with rate-sensitive risk margin
Recalibration of part of Solvency II makes little difference to euro volatility adjustment
Sparkassen and co-operative sectors 'look like an outlier that doesn't fit with Europe'
Size was the primary factor in designating insurers as non-bank Sifis, FSOC member admits
Sponsored feature: FIS
Focus on credit pays dividends for French bank
Dealers tackle uncertainty over basis risk
China's new insurance solvency regime starting to impact the market
This September issue includes: counting processes for retail default modelling; an ensemble approach for asset correlations; an analytic framework for credit portfolio modelling; and an analysis of credit default swap premiums.
Institutional and regulatory barriers blamed for poor take-up of derivatives by life companies
The article discusses the use of counting processes for retail (mortgage) default modeling.