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
IBM Business Analytics helped the insurers develop powerful “what if” analysis capabilities for economic capital and beyond
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.
Attractive returns to be found in reinsurance risk via insurance-linked securities
Loose monetary policy leaves firms with no option but to buy overseas assets
Systemically important label is "our biggest concern", says Kandarian
US firm recruits externally as it looks to boost savings business
Risk.net's coverage of Isda's 30th annual general meeting
Fewer non-executives in the firing line
Questions over policy design and coverage blight nascent industry
A consortium of 25 insurers is offering to cover CCP tail risk
Unsuitable products have cost banks billions