Insurance Risk
Hedge fund enables insurers to capitalise on bank deleveraging
Tenax Capital fund will buy bank loans and provide debt capital to corporates
Q&A: Sharon Bowles, Econ committee chair, on the Omnibus II trilogues
Catching the Omnibus II
An alternative model for extrapolation
An alternative model for extrapolation
Policy-makers urged to widen scope of matching adjustment 'for good of society'
Current proposals would transfer risk to consumers and increase price of guarantees, argues consultancy
Tullett Prebon launches private equity hedge for Solvency II
Will reduce capital charge by at least 75%, inter-dealer broker claims
Concerns over reporting burden on groups of proposed framework for international supervision
Common framework could lead to conflicts with national regulations, experts warn, as consultation on proposals closes
Council proposal on life morbidity insurance threatens compromise on long-term guarantees
European Parliament concerned about proposal which could derail negotiations on Ommibus II, warns Econ committee chair Bowles
Standard formula ‘an inadequate risk measure’ for high-risk bonds
Eiopa urged to adjust bond SCR as study by Edhec Business School suggests Solvency II could discourage insurers from long-term bond investment
Legal & General eyes European infrastructure finance bonds
European Investment Bank set to launch project bond pilot scheme in September
Eiopa resists calls to ease Orsa risk quantification requirements
But relaxes solvency projection rules in updated draft level 3 guidance on Own Risk and Solvency Assessment
Cat bond issuance this year could rival record 2007
New sponsors contribute to near-record first-half activity setting optimistic mood for rest of the year
Breakdown of Omnibus II negotiations piles pressure on Solvency II timetable
Negotiations to resume in September, but there are fears that deadlock will continue
New Solvency II reporting guidelines ease burden on smaller insurers
Insurers urged to press on with Pillar 3 programmes as guidelines provide 'stable view' of reporting requirements
Enter the Insurance Risk Awards 2012
Submissions now being accepted for awards that recognise best practice and innovative thinking in insurance risk management
Longevity modelling must evolve
Longevity modelling must evolve
FSA developing early warning system for internal models
FSA developing early warning system for internal models
Surviving the euro storm
Surviving the euro storm
Evolution of the liquidity exchange
Evolution of the liquidity exchange
Standard Solvency II asset data framework 'at least 12 months' away
Asset managers seek to standardise Solvency II asset data provision, but industry-wide solution presents challenges
A deal is needed on Omnibus II, even if it is not perfect
A deal is needed on Omnibus II, even if it is not perfect
Market reaction to price changes and fat-tailed returns
Market reaction to price changes and fat-tailed returns
Insurers urged to be cautious of long-term liquidity swaps
Uncertain regulatory and economic environment increases risks associated with liquidity trades, warns Fitch
Time running out for Omnibus II negotiations as latest trilogue fails to find agreement
Further trilogue scheduled as policy-makers seek compromise on package for long-term products before summer recess
The Orsa risk quantification challenge
The quantification question