Insurance Risk - February 2016
Articles in this issue
Changes to fundamental spread help UK insurers, not others
Recalibration of part of Solvency II makes little difference to euro volatility adjustment
Hedge, reinsure or restructure: insurers mull risk-margin fixes
Advisers are pitching ideas to help companies deal with rate-sensitive risk margin
The ideas on offer to calm buy-side repo fears
Comprehensive solution to the challenges pension funds will face under central clearing remains out of reach
Solvency II a poor reflection of 'actual' capital – Moody's
Rating agency joins Fitch and S&P in questioning ‘uneconomic' elements of directive
Interview: Zurich's Cecilia Reyes on going from CIO to CRO
Risk teams urged not to "obsess over downside" at Swiss insurer
Managing pension risk: The UK leads the way
Sponsored feature: Prudential Retirement
Banks unyielding in contract talks on clearing
European buy-siders that leave clearing-contract talks too late could be told 'take it or leave it', lawyers warn
Testing interest rate models for Solvency II applications
Alexey Botvinnik and Vladimir Ostrovski propose a validation method for interest rate models
ESRB's buffer plan would worsen systemic risk – insurers
Industry and regulators at loggerheads over pro-cyclicality
Insurers should prep for questions on pro-cyclicality
Regulatory agenda shifting to systemic risk of herding