Articles by Laurie Carver
Quants continue to criticise counterparty risk measures
Adjusting the adjustments
Unlevel playing field for CCP members concerns banks
Under the bar, over the top?
Basel Committee may adjust 'blunt' CCP default fund capital
Netting treatment in controversial current exposure method is up for discussion at an April stakeholder meeting, but regulators reject other criticisms
Gender discrimination ruling leaves annuity providers confused over capital
UK annuities providers cannot price for gender, but must still reserve capital for it
The move away from market consistency
Full circle
Solvency II transition measures won’t prevent consolidation in UK insurance market
Market pressures mean UK insurers will face M&A boom, despite likely granting of maximum Solvency II transition periods
Omnibus II needed to meet Solvency II deadline
German insurer R+V says EC was "lucky" Omnibus II was available to add transitional measures into the impending insurance capital regime
Estimating and reducing lapse risk
The persistency problem
UK industry asks European Commission for certainty on Solvency II transition
UK industry asks European Commission for certainty on Solvency II transition
Not seeking Solvency II equivalence “business opportunity” for Guernsey
Not seeking equivalence “business opportunity” for Guernsey
Internal model should not be mandatory for VA business – MetLife
Internal model should not be mandatory for VA business – MetLife
High cost of longevity derisking sees ABP consider alternative hedges
Europe’s largest pension fund is priced out of longevity securities market but looks to investments linked to the elderly as longevity hedge
Infrastructure - opportunity for pension funds and insurers?
Building capital
Industry and regulators face off over captives’ proportionality exception
Industry and regulators face off over captives’ proportionality exception
Insurers ring changes in Asian businesses
Axa, Manulife and Prudential all make changes in management of subsidiaries in key growth market for 2011
Aegon looks to cost of capital to price optionality in VA liabilities
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
Coughlan exits JP Morgan
Global ALM advisory chief, co-head of European pensions advisory and key LLMA figure leaves bank
Coming inflation means UK pension funds should expand equity allocation
QE2 will spur above target inflation in 2011 and low real yields mean pension funds should look to shares
The magnetic attraction of the Flash Crash
Flash crash physics
Continuing to rebuild
Degrees of influence
US public pension deficits driving muni yields
Untied states
Corporate bonds, not sovereigns, now the safe haven – L&G
Corporate bonds new safe haven – L&G
Insurers weigh the pros and cons of total return swaps
Many happy returns