Zurich
Perpetual sub debt from insurers appeals to investors
Insurers are tapping the Asia market to raise capital, with innovatively structured instruments. Investor appetite for this debt has enabled insurers to move from classical issuance structures to perpetual...
Third-quarter results show small increase in equity exposure and lower-grade corporates
New listings of structured products on Scoach in Switzerland are at their highest since January
Don't get left behind
How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
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Webinar: Taking control of workflow for effective risk governance
By harnessing workflow insurers can develop a more robust enterprise-wide risk management framework. This webinar, in conjunction with Second Floor, brings together industry experts to examine how to achieve this
Insurers 'must understand risk on non-traditional assets'
Modelling and regulatory impact of new asset classes must be considered in search for higher yield
Taking the macro view
Market uncertainty means insurers are increasingly looking to protect themselves with macro hedges, but defining the risk they face is not always straightforward. Blake Evans-Pritchard reports
The periodical problem
The increase in the number of periodical payment orders being awarded to personal injury claimants is presenting general insurers with new risk management challenges, more akin to those faced by life insurers. Clive Davidson finds that a consistent approach...
Regulation, quantification and cyber risk at Zurich
Zurich's chief risk officer for general insurance, Steve Wilson, talks about why quantifying op risk is so important
ORR Innovation Awards: Insurer of the year
Zurich believes its op risk quantification model is helping it to fully understand the risk type and to treat it in a similar way to other risk types. Not only does the model enable the firm to meet Solvency II requirements, but it also gives it a comprehensive...
Banks want derivatives collateral included in LCR
Received collateral is currently counted towards the liquidity reserve at some large banks, but should not be included in the LCR, say sceptics, who argue the assets can't be relied upon
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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