Insurance Risk
Insurers grapple with Solvency II economic capital projections
Capital projection
Lack of clarity on calculation parameters jeopardises long-term guarantees test
Concerns that technical specifications may be released only days before assessment is launched
Insurers look to negotiate CSAs ahead of new clearing rules
Support structures
Insurance Risk Solvency II Solutions Guide 2012/13
Insurance Risk Solvency II Solutions Guide 2012/13
Insurers wrestle with Solvency II internal model change policies
Supervisors say existing guidance has yet to be tested and may not work
Insurers pose less systemic risk than banks, shows study
Geneva Association research shows proposals for regulating systemically risky insurers are'misguided'
Insurance Risk North America: insurers behind on risk assessment framework for Orsa
Survey finds insurers still have significant work to do in order to meet 2015 Orsa deadline
Further longevity deals expected in 2013
More deals expected to take place in 2013, but complexity of transactions is expected to limit market growth
Insurance Risk North America: Insurers must 'break addiction to policy guarantees' in low-rate environment
Lack of product innovation means not enough products work in the low interest rate environment, panellists complain
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
Commission targets January start for long-term guarantees assessment
Commission targets January start for long-term guarantees assessment
Phase-in of Solvency II a threat to level playing field, warn insurers
Phase-in of Solvency II a threat to level playing field, warn insurers
Investment in infrastructure set to rise as insurers seek yield
Swiss Re infrastructure deal shows developing appetite of insurers to finance long-term projects
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
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Enhancing investment efficiencies via tax-transparent funds
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…
German insurers' life guarantee reserves 'to double' in 2013 as low yields bite
Increased ZZR reserves 'threat to insurers' business model'
Value of multi-peril cat bonds challenged
Combining uncorrelated perils does not necessarily make bond more attractive and presents valuation challenges, say bankers
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
Risk governance and reporting elements of Solvency II should be implemented early - Bernardino
Eiopa chairman says it is time to 'move on' with Solvency II as lack of certainty is threatening EU's credibility
Insurers begin 'cautious' re-risking of investment portfolios as yields slump
Third-quarter results show small increase in equity exposure and lower-grade corporates