Insurance Risk
Quanto adjustments in the presence of stochastic volatility
It is well known that the quanto adjustment in the drift of the underlying has a significant impact on the prices of quanto options. Alexander Giese points out that an additional quanto adjustment in the underlying’s volatility needs to be considered in…
Internal models can cut capital requirements for longevity and mortality risk – RMS
Standard formula for mortality and longevity risk a 'crude' measure, says Risk Management Solutions
Tullett Prebon and Allianz to launch Solvency II data service
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
Smoothing the flow: integrating workflow in Solvency II
Smoothing the flow
Life & Pension Risk Nordics: Orsa risk quantification will not require internal model - Eiopa
And Danish regulator says there has been too much focus on Solvency II’s capital requirements
Life & Pension Risk Nordics: Market volatility and Solvency II 'present opportunities for life sector'
Solvency II must be implemented on time, says Länsförsäkringar Liv CFO
US insurers review FSA restrictions on life settlements
Insurers 'keen to close down market' in controversial investments
Political Chess: debate over form of level 2 implementing measures hots up
The European Parliament is proposing changing many delegated acts into regulatory standards potentially moving considerable power to Eiopa - and prompting the commission to take legal advice. Thomas Whittaker examines the implications
Eiopa warns on use of external data in internal capital models
Insurers must supply information on third-party models in support of their internal model application
Sponsored webinar: BNY Mellon
Data management proves an ominous task
The Solvency II timetable is a coiled spring under pressure
The Solvency II timetable is a coiled spring under pressure
Governments should support development of longevity risk market – IMF
Governments should support development of longevity risk market – IMF
Slow progress on Solvency II internal model validation threatens approval, FSA warns
Slow progress on Solvency II internal model validation threatens approval, FSA warns
Record Q1 for cat bonds as pension funds increase capacity
Record Q1 for cat bonds as pension funds increase capacity
Stress testing with fully flexible causal inputs
Stress testing with fully flexible causal inputs
Q&A: Ann Muldoon, Friends Life, Solvency II programme director
Evolution, not revolution
The extrapolation conundrum
The extrapolation conundrum
Dutch regulator to begin Solvency II test on insurers
Dutch regulator to begin Solvency II test on insurers
Sponsored statement: Vanguard
The certainty of uncertainty: When not to jump
Another delay in Solvency II as EC proposes deferral of transposition date
Commission takes legal advice on Econ committee proposals
Insurers stress liquidity and lapse risk amid concern over interest rate spike
When surrender is an option
Opinions divided on benefits of XBRL reporting standard for Solvency II
The language barrier