Insurance Risk - VOL 8/NO 8
Articles in this issue
Eiopa resists calls to ease Orsa risk quantification requirements
But relaxes solvency projection rules in updated draft level 3 guidance on Own Risk and Solvency Assessment
Standard formula ‘an inadequate risk measure’ for high-risk bonds
Eiopa urged to adjust bond SCR as study by Edhec Business School suggests Solvency II could discourage insurers from long-term bond investment
Policy-makers urged to widen scope of matching adjustment 'for good of society'
Current proposals would transfer risk to consumers and increase price of guarantees, argues consultancy
An alternative model for extrapolation
An alternative model for extrapolation
Q&A: Sharon Bowles, Econ committee chair, on the Omnibus II trilogues
Catching the Omnibus II
Hedge fund enables insurers to capitalise on bank deleveraging
Tenax Capital fund will buy bank loans and provide debt capital to corporates
Sponsored feature: Royal Bank of Scotland
The UFR curve conundrum
Keeping above the capital floor
Keeping above the capital floor
Insurers eye longevity swap market
Swap shop
Taking the macro view
Taking the macro view
The periodical problem
The periodical problem
Liability insurers need to embrace life ALM techniques
Liability insurers need to embrace life ALM techniques
Non-linear mixture of asset return models
Non-linear mixture of asset return models