Insurance
US blocking new list of global too-big-to-fail insurers
US wants designation suspended until new, activities-based approach is ready
Why factor crowding fears are overblown
Factor investing has little impact on exposures, claims La Française Investment Solutions
Eiopa official says no major cut in risk margin on the cards
Policy head expects no big changes in capital from 2018 Solvency II review
Insurers say capital rule threatens long-duration products
Implied credit charges could triple under one approach being field-tested by regulators
The use of the triangular approximation for some complicated risk measurement calculations
The author introduces the triangular approximation to the normal distribution in order to extract closed- and semi-closed-form solutions that are useful in risk measurement calculations.
Insurance experts downplay fears about risk margin
BoE paper’s prophesies of lower investment and thinner liquidity are too dramatic, specialists think
Cyber insurers accused of lax underwriting standards
Loss data becoming more granular and diverse, but critics highlight pricing inconsistencies among underwriters
Rethinking risk management in the age of cognitive computing
Content provided by IBM
Insurance accounting shake-up puts risk centre stage
IFRS 17 will create a closer link between insurers' risk management and P&L volatility
OpRisk Europe and North America wrap: cyber, 3LOD and the SMA
Future of op risk modelling a hot topic at conference, along with evolving three lines of defence framework
Better data key to cyber risk underwriting, say practitioners
Lack of loss data means predictions are a problem
Cyber insurance not a risk management tool, say banks
Lengthy payout mechanism of cyber policies makes it ineffectual against large losses, dealers argue
Solvency II model approvals: lessons from round one
Board members must help shape model validation process
Insurers press case for new-look risk margin
Firms call for lower cost of capital and link to interest rates in key element of Solvency II
Enterprise risk management for insurers
Content provided by IBM
The benefits of full valuation ALM
Content provided by IBM
Eiopa to revisit standard formula calibrations in ‘recurring exercise’
Authority considering periodical reviews to preserve Solvency II’s risk sensitivity
Power struggle: EU battles for supervisory convergence
European Commission’s review of the three supervisory authorities fraught with difficulties
Transparency premium: insurers seek swaps reporting reform
US insurers claim their bespoke swaps are being front-run, raising hedging costs
Index rule change could test bond market liquidity
More than 1,000 bonds will be removed from the Barclays US Agg on April 1
Keeping faith: IAIS rebuffs view G-Sii concept will die
But firms see workplan announcement as step away from focus on high-risk entities
China’s insurers wrestle with ALM as liabilities lengthen
Clampdown on overseas investment fuels pressure to find long-duration domestic assets
Insurers’ losses shine light on swaps accounting
FASB seeking to iron out swaps mismatches that hit MetLife, Manulife and others
Deal or no deal? US divided on EU insurance agreement
Benefits of mutual recognition may encourage Trump administration to keep Obama’s last act