Insurance
CLO stress test shows losses for US insurers could top $6.9bn
Under one stress scenario, BBB tranches could suffer losses
Cyber risk management: an actuarial point of view
This paper points out the peculiarities of cyber insurance contracts compared with the classical nonlife insurance contracts from both the insurer’s and the insured’s perspectives. The main actuarial principles that are fundamental to any valuation in a…
Asia moves: Soc Gen replaces Asia chief, Deutsche Bank appoints wealth management head, and more
Latest job changes across the industry
Credit portfolio manager of the year: NatWest Bank
Risk Awards 2020: Big deals and big ideas have helped transform stress-test laggard to leader
Ice adds insurance to default waterfall
Protection promises partial recovery of guarantee funds at three CCPs
Securities lending down over 10% among US insurers in 2018
Firms stepped away from securities lending transactions and repo markets last year
Seamless integration – Drivers of and barriers to cloud adoption
Siarhei Niaborski, executive vice-president of risk at CompatibL, discusses the rate of cloud adoption in the capital markets industry and its possible drivers and barriers, how firms can derive maximum value from cloud usage and the criteria on which…
Cat risk: why forecasting climate change is a disaster
Forecasters are poles apart on climate-driven catastrophes; insurers fear worse ahead
PRA drops ‘timely’ payouts in credit risk insurance
Plan for expeditious timeframe set aside to delight of banks worried about retaining capital breaks
CECL prompts loan sales, hunt for insurance
Risk USA: ‘CECL hogs’ could deplete capital ratios and be a drag on earnings
MetLife investment yields squeezed by rate cuts, repo turmoil
Investment spread at retirement and income solutions unit down to 1.02%
Navigating the impact of climate risk on financial stability
As uncertainty abounds on the impact climate change may have on the industry, financial services firms must best equip themselves for potential regulatory and socioeconomic changes to ensure they maximise the opportunities of embracing new best practices…
Companies delay climate policy action at their peril
Failure to take immediate action on the proposals set out in the Paris Agreement on climate change could cost approximately $1.2 trillion over the next 15 years in policy risk costs. Oliver Marchand, co-founder of Carbon Delta and executive director of…
Search for alpha in a volatile world
Alpha generation can be an elusive goal, particularly when trading volatility. Three different approaches to trading volatility were discussed by a panel looking at the role of systematic and carry strategies in finding profit in a high-volatility world
Asia moves: Credit Suisse appoints equity research head, Natixis makes string of hires, and more
Latest job changes across the industry
Realising opportunities while managing conduct risk
As efforts to transition from Libor to risk-free rates ramp up, Maria Blanco and Nassim Daneshzadeh, partners in PwC’s US and UK financial services practices, discuss two critical and interconnected strategies that are front and centre for PwC clients
Libor takes a back seat as insurers await regulatory clarity
Eiopa silence on discount curves holds back transition plans
IFRS 17 solutions provider of the year: FIS
Asia Risk Technology Awards 2019
Derivatives house of the year, Japan: BNP Paribas
Asia Risk Awards 2019
Insurers slow purchases of eurozone sovereign bonds
Annualised growth rate of government debt holdings falls to 2%
Generali pivots from corporate bonds
Company debt makes up 31.6% of life insurance investment portfolio; 28.1% of property and casualty portfolio