Wolters Kluwer Financial Services’ ARC Logics for Financial Services
Webinar discusses the challenges faced by the insurance sector in implementing Solvency II
A two-tier regulatory market could develop across Asian insurance sectors as Solvency II capital requirements for European insurers will cause them to lose out to domestic competition
Not seeking equivalence “business opportunity” for Guernsey
A quick overview of the top ten articles across the whole of Risk.net in 2010 provides a roadmap of the year's main themes
Insurers increasingly use stochastic simulation approaches for estimating risk capital, but numerical errors are rarely measured. A control variate method can improve the accuracy dramatically without increasing the number of simulations.
Taking the centre ground
Risk awards 2011
Risk awards 2011
Industry and regulators face off over captives’ proportionality exception
Insurers' over-confidence about their Solvency II preparations could mean a last-minute rush to the finish line, according to a PwC survey
A proposed new modelling framework from the Dutch insurer's US arm uses cost of capital in an analogous role to the market price of risk in traditional pricing theory to value long-dated options embedded in VA liabilities
A new indemnification insurance-linked securitisation is under way and could put an end to a post-crisis dry spell in life ILS early next year
Swiss Re argues current regulatory calibration proposals will slash policyholder returns
Insurance regulatory capital framework is "inappropriate" for the European pension industry, say organisations
As the implementation of Solvency II looms, the calibration of the standard formula remains a controversial issue as the industry runs the fifth quantitative impact study. But the current design overshoots the one in 200 year confidence level.