Latest analysis
How Solvency II impacts risk calibration
04 March 2010
For those companies interested in developing a partial or full internal model, a proper understanding of article 101 and its consequences for model architecture and calibration-related issues is crucial, explain Marc Beckers and Jürgen Wielandts
Published in: Capital - models, Insurance risk, Regulation - supervision
News/comment
Insurers' $4-7bn Chile quake hit won't up prices
10 March 2010
By Reuters News
Published in: Catastrophe - weather
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S&P rates Successor X bond using PERILS index
10 March 2010
By Reuters News
Published in: Catastrophe - weather
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Pensions schemes leaving “significant” risks unhedged
09 March 2010
FTSE 350 pensions deficit at £142bn, research reveals
Published in: Longevity - mortality
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France gets new super-regulator
09 March 2010
Insurance veteran is appointed its vice-president
Published in: Regulation - supervision
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Another company transfers pension risk
09 March 2010
Aggregate Industries completes two transactions totalling £305m
Published in: Longevity - mortality
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Reinsurers will shoulder Chile quake losses
08 March 2010
But industry is well placed to manage event
Published in: Catastrophe - weather
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Liquidity premium report is a step forward, says Towers Watson
05 March 2010
But the price of annuities is still likely to rise
Published in: Capital - models, Insurance risk, ALM, Regulation - supervision
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Task force report details liquidity premium choices
04 March 2010
Main points highlighted by CEIOPS’ group on the liquidity/illiquidity premium issue
Published in: Capital - models, Insurance risk, ALM, Regulation - supervision
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Loss potential of storms increasing
04 March 2010
Socio-economic developments raise costs of disasters, according to Allianz SE Re
Published in: Catastrophe - weather
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Liquidity premium report is “positive”, says ABI
03 March 2010
Industry gives cautious praise for key annuity development
Published in: Regulation - supervision
Analysis
Portfolio replication is not only about capital
24 February 2010
It’s not just group risk that can benefit from the use of replicating portfolios. Other areas of an insurance company such as liability product design, market risk monitoring and performance measurement in investment management will also find the approach valuable, as Rudi Damhuis, Nidal Shamroukh and Andrew Waters of Algorithmics explain.
Published in: Capital - models, ALM, Market risks
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Do insurers pose a systemic risk?
18 February 2010
The case against the banks is pretty damning, given the financial crisis. But insurers? As regulators fret over who and what causes systemic risk, the insurance industry is on the defensive. Jessica Baylis sifts through the arguments over its systemic relevance.
Published in: Investment risk, Market risks, Regulation - supervision
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Torus builds its risk management framework
18 February 2010
Under new CRO Carl Groth, the framework is being closely integrated with the business and risk analytics are seen as an important driver that gives the company a competitive advantage.
Published in: Risk governance, Regulation - supervision
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Aviva covers all the angles on Solvency II
09 February 2010
The company’s director of group solvency, Teddy Nyahasha, explains Aviva’s goal of a collective group view of risk, the value of dialogue with continental European regulators and the lessons learned from the ICAS regime. Interview by Jessica Baylis
Published in: Risk governance, Regulation - supervision
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CEIOPS’ final advice sets tone for QIS5
09 February 2010
There are disappointments for the industry on some issues, and decisions on other points have been deferred in the final advice on the Solvency II level 2 implementing measures. Here’s a shortened version of Towers Watson’s guide to the advice.
Published in: Regulation - supervision
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Pre-application for internal models will be challenging
03 February 2010
The process laid out in the 81 pages of CEIOPS guidance requires reams of information from insurers and lengthy dialogue with the supervisors, as Towers Watson explains.
Published in: Capital - models, Regulation - supervision
