Lane clark & peacock
Influx of new swap intermediaries and improved risk modelling to spur expansion
Specifications unclear on premium volume definition for risk-factor calculation, say actuaries
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Lane clark & peacock articles
Availability of population data and risk modelling crucial to attracting investors
The European Insurance and Occupational Pensions Authority’s (Eiopa) consultation on the directive governing occupational pensions has prompted fierce criticism from the UK pensions industry. The consultation on the Institutions for Occupational Retirement...
Deal with Standard Life points to new wave of demand for defined contribution scheme buy-outs
A Solvency II-type regime for pension funds could increase UK funding requirements by £500 billion and lead to company insolvencies, warns consultancy
The announcement of ITV’s longevity swap could indicate a sea change in pension funds’ approach to risk management solutions. However, smaller funds could find themselves left behind. Thomas Whittaker reports
Sovereign annuities could perform double role of improving Irish pension scheme solvency levels and ease state funding problems
The financial crisis has plunged the pension schemes of the UK's 100 largest companies into a £96 billion deficit, according to a report by the London-based actuarial consultancy Lane Clark & Peacock (LCP).
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
Germany, 25th Feb 2014
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