Insurance Risk - VOL 8/No. 6
Articles in this issue
Smoothing the flow: integrating workflow in Solvency II
Smoothing the flow
Targeting currency risks
Targeting currency risks
South Africa: regime change
South Africa: regime change
US focus: Economic evolution
Economic evolution
US focus: Q&A with Gideon Pell, New York Life
‘Capital is like a reservoir’
US focus: Pressure mounts over US life reserves
Pressure mounts over US life reserves
Capitalising on the bank asset sale
Capitalising on the bank asset sale
Welcome to the first issue of Insurance Risk
Welcome to the first issue of Insurance Risk
Swedish regulator to conduct qualitative survey on Solvency II to support Orsa development
Swedish regulator to conduct qualitative survey on Solvency II to support Orsa development
New methodology for identifying systemically important insurers published
New methodology for identifying systemically important insurers published
New Omnibus II yield curve extrapolation proposals ‘a significant ALM challenge for insurers’
New Omnibus II yield curve extrapolation proposals ‘a significant ALM challenge for insurers’
US Solvency II position anticipated by year-end – NAIC
US Solvency II position anticipated by year-end – NAIC
Quanto adjustments in the presence of stochastic volatility
It is well known that the quanto adjustment in the drift of the underlying has a significant impact on the prices of quanto options. Alexander Giese points out that an additional quanto adjustment in the underlying’s volatility needs to be considered in…
Sponsored roundtable: Solvency II and the economic environment – The effect on Italian insurance
Solvency II and the economic environment – The effect on Italian insurance
Sponsored feature: Royal Bank of Scotland
Efficient hedging – Using market distortion to your advantage