Insurance Risk
More UK insurers to publish economic capital data next year
Firms look to make model outputs publicly available to test investor response to future Solvency II requirements
Global capital standard raises calibration and consistency questions
International efforts to develop a global capital standard are gathering pace, but the plans are controversial, raising fears that the competitiveness of international insurance groups could be damaged. There are also questions over how any global…
Optimism as Omnibus II trilogues recommence next week
Over the summer, Omnibus II discussions picked up speed at the EU Council. Draft papers reveal a more generous volatility balancer and extended transitional measures are in the pipeline. Industry representatives believe an agreement is within reach…
Insurers grapple with model complexity pressures
Insurers’ risk and investment models are becoming more sophisticated – but will greater complexity limit their usefulness? Blake Evans-Pritchard reports
EU Council cooks up Solvency II volatility balancer revamp
New volatility adjustment proposed as optimism of trilogue agreement grows
US industry at odds over future of XXX captives
Competing solutions to A/XXX reserving proposed as Moody’s warns use of special-purpose vehicles ‘credit negative’
Insurers spur changes in commercial real estate loan market
Firms cherry-pick opportunities as they step in to fill the hole opened by capital-strapped banks
UK insurers ‘in limbo’ as HMRC reviews tax break for perpetual debt
Consultation undermines level playing field between banks and insurers on capital issuance
US insurers overhaul lapse risk assumptions
Switch to predictive models to provide better understanding of risk
Bail-in tool required to resolve systemic insurers, says Bank of England
UK supervisor needs extended powers to fulfil FSB attributes for resolution of systemic institutions
Cat bond ‘lite’ structures raise contamination risk and insolvency fears
Investors and lawyers voice concerns about using segregated accounts structure to issue streamlined cat bond instruments
Divergence fears over insurer resolution proposals
Scope of Financial Stability Board proposals to give supervisors extended powers ‘unclear’
Insurers developing internal model risk calibrations for non-standard credit assets
Underlines growing strategic importance of infrastructure bonds and MBS, finds survey
The IAIS’s systemic risk proposals are contentious, but a global capital standard will be even more so
The IAIS’s systemic risk proposals are contentious, but a global capital standard will be even more so
Q&A: NAIC's CEO and president on group supervision, systemic risk and captives
The standard-setters
Insurers prepare for interest rate hikes
Rate of relief
Global insurer systemic risk proposals stoke controversy
Saving the system
Longevity risk under Solvency II
Longevity risk under Solvency II
NAIC calls for coordination of US and international systemic risk regimes
Financial Stability Board's G-Sii regime should be consistent with US Sifi rules, says NAIC chief
Swedish life insurers weigh occupational pensions spin-off ahead of Solvency II
Directive threatens to put hybrid pensions providers at a competitive disadvantage and force them to split-up businesses
Insurers oppose Eiopa power grab
A new European supervisor would be ‘unpleasant’ for the insurance industry
Cat bond sponsors tempt investors with diversified perils and geographies
Innovative structures seek to break dominance of US wind peril over ILS market
Take part in Insurance Risk/BNY Mellon's collateral management survey
Are insurers prepared for central clearing of OTC derivatives?
New Danish solvency rules ‘will increase capital requirements’
Sampension CFO says simplifications welcome but standardisation has drawbacks