Insurers
Solvency II capital charges concentrated in two key risks
Market risk SCR averages 37% across six large insurers
Allianz reduces interest rate risk following model change
Solvency II ratio sensitivity to -50bps interest rate shock falls from -11% to -7%
Zurich builds up capital buffers
Insurer edges toward over-capitalisation on its own measures
Equity hedges protect Munich Re from vol spike
Net derivative liabilities fall 95% year-on-year
Axa tackles equity risk
Efforts to reduce equity SCR boost Solvency II ratio by eight basis points
Prudential Financial braces for higher lapse risk
Net redemptions hit $1.2 billion at US insurance giant
Allstate posts lower investment returns
Limited partnership income falls in first quarter
Rising rates hit Chubb's portfolio
US insurer posts $1 billion in realised and unrealised losses