Insurance Risk
Basis risk looms for insurers in Libor transition
UK insurers may need to pay more and run basis risk to hedge interest rates after transition
Managing data processing in financial risk management
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Eiopa stress test highlights UK reliance on matching adjustment
Tests reveal how unwelcome any watering down of key measure would be
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Move to vol-controlled funds adds new complexities for VA
Market and regulatory pressure is driving product innovation from insurers
Treating sovereign bonds as risk-free ‘courageous’ – Parente
UFR update needed for credibility; too early to change risk margin, Eiopa director tells conference
Supervisors must police activities, not entities – Allianz’s Buecheler
Regulatory chief welcomes debate moving beyond ‘too-big-to-fail’
Insurers cannot get round Brexit with ‘brass plaques’ – CBI
Firms will need a substantial presence in Ireland to sell into single market, says regulator
Why Europe's insurers can't stop buying bonds
Solvency II has pushed firms to run positive duration gaps
No subordination: Aviva’s clever matching adjustment repack
Insurer's repack vehicle issued only single senior note
Matching adjustment repack structures revealed
Public company filings show details of Aviva’s single senior note structure, L&G’s £6 billion forex repack
Insurance capital standard can be forged on time – Cadoni
Chair of IAIS working group asserts ICS will not be mere capital backstop
Transitional resets pose reporting challenge for insurers
Uncertainty over approval process leaves firms “in limbo”
Negative rates force decline in yen life products
Japan’s life firms are increasingly focused on foreign-currency products
PRA invites post-Brexit transitional recalculations
UK regulator invites firms to recalculate smoothing effect to ease the pain of higher risk margin
BlackRock pitching long-short ETF trades as cash alternative
Investors turning to ‘cash-and-carry’ approach using exchange-traded funds
FSB endorsement missing from new G-Sii methodology
Financial Stability Board has not given seal of approval to designation method, French regulator voted against it
Brexit leaves insurers playing regulation waiting game
Local regime likely to be tougher than Solvency II, although risk margin might change
The fault lines in Europe's Solvency II compromise
Row over calculation of discount rates exposes political differences
Insurers eye secondary annuities as perfect matching asset
Some UK firms see nascent market as source of ideal hedging tool
Global capital rules for insurers must allow internal models – ABI
European firms should be free to use in-house models for insurance capital standard, even if US firms cannot