Insurance Risk - VOL 9 / ISSUE 7
Articles in this issue
Eiopa ‘politically naive’ to scrap national vetoes on long-term guarantees package
Agreement on Omnibus II more difficult if opt-outs removed, warn experts
NAIC warns against Federal Insurance Office 'mission creep'
FIO must not become an insurance regulator, says NAIC chief
PRA reserves right to review internal models after Icas+ approval
Entry requirments for transitional regime will be high, says PRA official
German insurers turn to CPPI and volatility control to back new guaranteed policies
Ergo dynamic hybrid product leads new wave
Solvency II volatility balancer ‘will fail to immunise insurers’
Calls for new dampener on capital requirements amid disagreement over Eiopa’s figures
Liability modelling speeds boosted by computer games technology
As insurers look for ways to improve the speed of their modelling calculations, some are turning to microprocessors originally developed for computer graphics in games consoles to increase calculation times. But while graphical processing units can…
Asian insurers slow to embrace central clearing
New clearing rules are not on the agenda of most insurers in Asia, but as derivatives use increases they could become more relevant. Blake Evans-Pritchard reports
Reinsurers question separation of systemic risk designations
Regulators will publish separate lists for systemically important insurers and reinsurers a year apart
Prudential Financial Sifi appeal ‘futile’
US insurers face re-designation if initial determination overturned
New Dutch capital requirement 'conceptually flawed' warn insurers
Life insurers’ capital position to be gauged against capital standard calculated using Solvency II shocks
Insurers must prepare for far-reaching 'living wills' requirements
Systemically important international insurers will be required to design their own recovery and resolution plans in case of severe financial distress, as part of new requirements by regulators to protect the wider financial system. But there are fears…
Wrong-way risk, credit and funding
The risk of exposure and counterparty default probability both increasing – so-called wrong-way risk – is usually understood in terms of the correlation between the two variables. But this approach is focused more on the centre of the distribution, and…
Insurer recovery plans will be key issue in systemic risk debate
Insurance Risk launches updated, interactive iPad app
