Capital markets Insurance Linked Securities
News
Latest QE causes more headaches for pension funds
Regulator needs to help, says NAPF
"Insurance failures do not pose systemic risk"
Insurer and bank balance sheets react differently to stresses, says Geneva Association
Hannover Re optimistic at renewals
But too soon to talk of hard market
Groupama to sell UK operations
Industry in "early stages of hard market"
ING explores "other options" for Asia insurance business
Underwriting discipline "central challenge" for 2012
Loss-affected programmes yet to renew
"Soft market cycle has ended"
Cat losses and economic woes dominate January renewals
Non-life consolidation likely in 2012
2012 is too early to talk of Solvency III
Marsh reports two-speed insurance market
Analysis
Hybrid debt market crimped by Solvency II uncertainties
Insurers sold four times as much hybrid debt last year as in 2010, and this year has already seen three sizeable deals. But issues of hybrid debt remain constrained by uncertainty over the Solvency II tier 1 capital definitions, as Sarfraz Thind explains
Solvency II shows the perils of not focusing on technical details
John Hibbert suggests that there are parallels between the way the Euro-zone debt crisis and Solvency II are being handled by Brussels
Can the cat bond market catch up?
After the second most active year ever for the catastrophe bond market in 2010, expectations were high for this year. That was before a spate of disasters and RMS's new hurricane model. Lorna Davies asks: is the market losing its spark?
Eurozone debt contagion threatens insurers' capital
As European leaders attempt to stem the growing sovereign debt crisis, Michael Faulkner reports on the threat to insurers of a default by Italy or Spain.
Capital-driven investing could prove fruitful for the annuity business
Annuity writers need to develop investment portfolios beyond the usual fare of corporate bonds if business strategies are to be kept to on track. However, picking and implementing new asset classes is no easy feat and requires a robust and systematic investment process. Yasheen Rajan suggests a possible approach called capital-driven investing
Highlights
- Aegon and Deutsche Bank in €12bn longevity swap
- Deloitte hires Mike Sobers from Aviva
- A modular approach to the ORSA
- Actuaries embrace faster, more efficient A/LM models
- What Tohoku tells us about Japan earthquake risk
- "Cat modelling for the masses" planned by industry group
- Torus appoints new CFO
- IORP could make hundreds of UK companies insolvent
- NAIC: "If we respect the differences, we can make this work"
- Liberty returns to cat bond market
- One step closer to the new world of regulatory reporting
- Four-fifths of insurers in Bermuda use more than one cat model
- Insurers embrace curve-fitting for SCR calculations
- Sweden's insurers struggle to get ready for Solvency II
- AIR publishes simple cat model tests
- Solvency II and IORP directives need to be aligned
- Eiopa paper shows drawbacks of "one-size-fits-all" approach
- Underwriting discipline "central challenge" for 2012
- Moody's buys Barrie & Hibbert
- Applying complexity science to risk appetite and emerging risk
Copyright © Field Gibson Media Ltd 2012