Insurance
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
Insurers forced to choose between imperfect inflation hedges
Inflation is predicted to rise but hedges against it are getting harder to put in place
Fresh Priips objections reignite timing fears
Supervisors' concerns could delay adoption and put pressure on implementation timeline
Buy-siders weigh virtues of P2P repo
Tradition's platform is attracting interest, but obstacles remain to peer-to-peer repo
Crunching mortality and life insurance portfolios with extended CreditRisk+
Jonas Hirz, Uwe Schmock and Pavel Shevchenko present a summary of actuarial applications of the extended CreditRisk+ model
The path to compliance: Unwinding the insurance industry's regulatory requirements
Sponsored regulatory forum: BearingPoint
Eiopa stress test highlights UK reliance on matching adjustment
Tests reveal how unwelcome any watering down of key measure would be
Sponsored video: Iain Forrester, Standard Life Investments
Iain Forrester, investment director, insurance solutions at Standard Life investments, considers the risks and advantages of investing in multi-asset funds
Final Priips rules tipped for April 2017
Banks may push ahead with publishing key information documents before compliance date
Federal insurance bodies defend role under Trump
Federal Insurance Office and Federal Reserve say work alongside state regulators critical for industry
Industry applauds 12-month Priips delay
Firms say Mifid alignment will minimise legal risks of key information documents
Move to vol-controlled funds adds new complexities for VA
Market and regulatory pressure is driving product innovation from insurers
Skewed views: banks, auditors split on CDS index trades
Views on risks and accounting treatment of arbitrage repack differ across the Street
Buy side turns to credit skew notes for yield pick-up
Revival of credit derivatives arbitrage strategy targeted at insurers and private banks
Treating sovereign bonds as risk-free ‘courageous’ – Parente
UFR update needed for credibility; too early to change risk margin, Eiopa director tells conference
On modeling zero-inflated insurance data
The authors of this paper use power series distributions to develop a novel and flexible zero-inflated Bayesian methodology.
Supervisors must police activities, not entities – Allianz’s Buecheler
Regulatory chief welcomes debate moving beyond ‘too-big-to-fail’
Insurers cannot get round Brexit with ‘brass plaques’ – CBI
Firms will need a substantial presence in Ireland to sell into single market, says regulator
Why Europe's insurers can't stop buying bonds
Solvency II has pushed firms to run positive duration gaps
Firms aim to convince Basel on merits of op risk insurance
Lack of recognition in new SMA capital charge could cause market to shrink, worry insurers
Risk managers wary of op risk securitisation
Sfr270 million transaction by Credit Suisse and Zurich thought unlikely to be copied due to SMA
Matching adjustment repack structures revealed
Public company filings show details of Aviva’s single senior note structure, L&G’s £6 billion forex repack
The three lines of defence: a health warning
Effective risk management is more important than what your organisational chart looks like