Insurance Risk - Vol 7/ No. 10
Articles in this issue
Insurers look to hedging strategies to deal with management charge volatility
Securing future value
Criticism mounts against FSA’s stance on liquidity swaps
Stemming the flow
Eiopa to publish Pillar 3 and Orsa consultations as FSA warns of reporting ignorance
Papers will provide welcome guidance on regulatory reporting and the own risk and solvency assessment
Allianz CRO: industry and regulators ‘in denial’ over solvency levels
Insurers' heads are in the sand regarding the impact of current market turmoil on their Solvency II-consistent balance sheets, says Tom Wilson
Eiopa seeks funding for internal model experts to assist national supervisors
Eiopa aims to help regulators struggling to understand internal models
Further DC buy-outs predicted after £100m Emap deal
Deal with Standard Life points to new wave of demand for defined contribution scheme buy-outs
Falling coverage ratios will hamper Dutch pension funds’ buy-out efforts, warns ABN Amro
ABN Amro predicts half of Dutch company pension funds will shift assets to insured schemes
Market volatility ‘biggest concern’ for financial firms, finds survey
Regulatory risk and political meddling also big concerns, says Norton Rose research
Inflationary pressures spur pension funds to seek hedges
Inflated concerns
Interview: AXA’s op risk head on the group’s risk reforms
More than capital
Why insurers are turning to the least squares Monte Carlo modelling technique
The Monte Carlo method
Pressure mounts for 2013 opt-in on Solvency II models
It looks increasingly likely that the full implementation of Solvency II will be delayed until 2014, but questions remain as to what is expected of firms in 2013
Market-consistent equity risk premiums
The capital asset pricing model used to determine excess return for a given risk level and allocate assets typically uses historical data, which can be a poor predictor of risk. By adapting the model to be consistent with market-implied distributions,…
