Insurance Risk - VOL.8/NO.10
Articles in this issue
Data challenges for cat risk ‘threatens standard formula usage’
Lack of data could force insurers with non-standard catastrophe risks to use internal model, warns Insurance Europe
Insurers push for new way to recognise equivalence of Canada
Regime recognition mechanism proposal should be agreed in Omnibus II, says Standard Life's Porteous
Insurers assess partial models to reflect risk profile
Risk reflection
Insurers 'must understand risk on non-traditional assets'
Modelling and regulatory impact of new asset classes must be considered in search for higher yield
Insurers welcome Eiopa’s review of capital charges on infrastructure and securitisations
Standard formula is too harsh and fails to reflect real risk of long-term finance, say insurers
EU elections could derail Solvency II development, warn insurers
Solvency II must be completed this parliamentary term, insists Econ chair Sharon Bowles
Testing to destruction
Reverse stress testing is set to become standard practice under Solvency II as part of the validation process for internal models, yet for most European insurers such tests are a new concept. Clive Davidson examines what can be learned from the UK, where…
FSA proposals to ease Icas modelling burden raise questions over inclusion of Solvency II risk margin
Suggestions that regulator is already beginning to apply Solvency II assumptions to capital calculations
US Orsa marches on
US Orsa marches on
Move to swaps discounting presents ALM challenges for with-profits funds
Switching to swaps
Impact study on long-term guarantees package is crucial for devising new Solvency II timetable
Impact study on long-term guarantees package is crucial for devising new Solvency II timetable
Adjoint Greeks made easy
Adjoint Greeks made easy
