Insurance Risk
Calls for more proportionate Solvency II regime grow
Out of proportion?
Analytical risk contributions for non-linear portfolios
Analytical risk contributions for non-linear portfolios
Life & Pension Risk software directory 2012
Software directory 2012
Further legislative delays could compress Solvency II ‘soft launch’ period - FSA
Regulator updates internal model approval process
Aegon €12 billion longevity swap ‘shows appetite of capital market for diversifying assets’
Aegon €12 billion longevity swap ‘shows appetite of capital market investors for diversifying assets’
NAIC chief optimistic on US equivalence with Solvency II
Work plan being developed with NAIC as European regulators seek 'different approach' to equivalence
Europe has got it wrong on hedge fund capital charge – BlackRock
Capital charge should better reflect real risk of underlying assets, says asset manager, as survey finds insurers are looking to increase exposure to alternative assets
Groupe Consultatif chair fuels concerns over Solvency II delays
Eurozone instability making application of harmonised Pillar 1 ‘difficult’
Cat bonds set for boom year as new investors eye market
Despite a subdued level of activity in 2011, the cat bond market is expected to boom this year as new investors pile in and rates harden in the traditional reinsurance market. Thomas Whittaker reports on how the cat bond market is evolving
Insurers must not be treated like banks in policies to tackle systemic risk – Geneva Association
Insurance industry helps to stabilise money flows and should not be weakened by regulatory initiatives to address crisis in financial industry, says think-tank
US omitted from second wave of equivalence assessments
New approach needed for US, says European Commission, as seven countries identified for assessment
Eiopa chairman raises concerns over Solvency II delays
Bernardino urges rapid vote on Omnibus II and a clear Solvency II timetable
FSA outlines draft guidance on liquidity swap transactions
Guidelines require notification of deals and improved risk management processes
Cash-rich insurers eye loan books of de-leveraging European banks
Cash-rich insurers eye loan books of de-leveraging European banks
FSA guidance on liquidity swaps imminent following meeting with banks and insurers
FSA guidance on liquidity swaps imminent following meeting with banks and insurers
Perturbed Gaussian copula: introducing the skew effect in co-dependence
Gaussian copula models are often used in the industry when single-asset information is quoted but little is known about their joint relation. These models may arise from correlated stochastic Brownian processes with deterministic volatility and…
American VA providers de-risk to combat market volatility
Staying steady
Economic turmoil taxes market risk models
Treading carefully
Local regulators grapple with Solvency II implementation
Local solutions
Market unrest prompts caution over commodities as diversifying asset class
Diverse strategies
Getting to grips with the Orsa challenge
The Orsa challenge
The volatility challenge
The volatility challenge
Arguments on artificial volatility dampeners must focus on fundamentals, warns Skinner
Arguments on artificial volatility dampeners must focus on fundamentals if political consensus is to be reached, warns Skinner