Derivatives Interest Rate, Equities, Credit , FX
News
Does "standardised" mean "liquid"?
IPOs for Europe and US businesses still planned
Dodd-Frank swap rule could be catastrophic for insurers
Insurance contracts could be considered derivatives
Downgrade of US credit won’t affect insurers
NAIC president says no impact on insurer investments in US government securities
Fitch warns on interest rate risk
Current accounting and regulatory frameworks could impede transparency and the understanding of interest rate risks
Analysis
Coping with volatile assets and loss-making liabilities
Insurers are facing challenges on both sides of the balance sheet from the market environment and regulatory change. New approaches are needed but there are pitfalls. Helen Yates explains
Should insurers be stressing over Eiopa's capital tests?
Eiopa's insurance stress tests have come under fire, and with Solvency II still in development are they out of date already? Lorna Davies reports.
Guide to economic scenario generators
Regulatory change and the proliferation of guarantee products have driven the development of a range of economic scenario generators (ESGs). Here's a detailed look at the different approaches of 11 such models, based on responses from their producers and providers to an InsuranceERM questionnaire.
Balance-sheet volatility is next challenge for insurers
Solvency II's approach to valuing assets and liabilities presents additional challenges for insurers in managing the volatility this creates. Michael Faulkner reports.
A primer in replicating portfolios
In his previous three articles in this series, Adam Koursaris looked at different methods that could be used to calculate the solvency capital requirement (SCR) where companies face an inherently nested stochastic problem. He now focuses on the replicating portfolio (RP) technique.
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
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