Insurance Risk - VOL.8/NO.11
Articles in this issue
Calls for Eiopa to clarify non-life cat SCR technical specifications
Specifications unclear on premium volume definition for risk-factor calculation, say actuaries
Insurers begin 'cautious' re-risking of investment portfolios as yields slump
Third-quarter results show small increase in equity exposure and lower-grade corporates
Model behaviour: supervisors grapple with internal model approval
With regulators struggling to get comfortable with insurers’ internal models, and with the memory of the subprime crisis still lingering, the question of how to ensure that the models are robust is worrying supervisors. Blake Evans-Pritchard reports
German insurers' life guarantee reserves 'to double' in 2013 as low yields bite
Increased ZZR reserves 'threat to insurers' business model'
Collateral Management Survey 2012: insurers unprepared for OTC cleared regime
The move to central clearing of OTC derivatives trades will have a dramatic impact on the insurance industry’s use of collateral. A survey, conducted by Insurance Risk in conjunction with BNY Mellon, finds many insurers have yet to assess fully the…
Sponsored feature: Northern Trust
Enhancing investment efficiencies via tax-transparent funds
New own funds specifications add capital restrictions
New technical specifications on Solvency II’s capital requirements make some significant changes to the way insurers calculate their own funds, but they also leave some unanswered questions. Louie Woodall reports
Small reinsurers ‘shortening bond durations’ to protect against interest rate volatility
Companies prepared to take ALM mismatch to access higher yields on reinvestment
Investment in infrastructure set to rise as insurers seek yield
Swiss Re infrastructure deal shows developing appetite of insurers to finance long-term projects
Fat tails via utility-based entropy
Fat tails via utility-based entropy
Insurers gear up for new derivatives clearing rules
All clear ahead
The clearing revolution
The clearing revolution
