News/comment

IERM’s top stories chart 2009’s risk management challenges

27 November 2009

The financial crisis and the toughening demands of Solvency II have been a combined test like no other for companies this year

Published in: Corporate strategy, Capital - models, Risk governance, Insurance risk, Investment risk, ALM, Market risks, Operational risk, Longevity - mortality, Catastrophe - weather, Software, Regulation - supervision

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CEIOPS confirms stress tests for insurers

30 October 2009

They’ll take place in December on large and important groups

Published in: Market risks, Regulation - supervision

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B & H summarizes liquidity premium estimation methods

19 October 2009

Three approaches are examined: CDS basis, structural model and covered bond spreads

Published in: Market risks

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Life settlements can't be compared to subprime

05 October 2009

By Reuters News

Published in: Market risks, Longevity - mortality

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FTSE 350 pension deficit reaches £140bn

02 October 2009

Further normalization of corporate bond spreads might add another £60bn

Published in: Investment risk, Market risks

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Few US life companies hedge credit risk

19 August 2009

But equity risk, volatility risk and interest-rate risk are taken much more seriously, Towers Perrin survey reveals

Published in: Investment risk, Market risks

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Worst of market turmoil is over, say European investors

13 August 2009

But survey shows fears of liquidity shortages are still high

Published in: Investment risk, Market risks

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US derivatives clampdown proceeds

12 August 2009

Legislation could be in place by year-end

Published in: Risk governance, Investment risk, Market risks, 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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2010 will bring many challenges, warn risk experts

05 January 2010

Among them: increasing regulatory burdens, a talent shortage, investment dilemmas and looming inflation. Our panel of industry soothsayers spell out their concerns.

Published in: Corporate strategy, Capital - models, Risk governance, Insurance risk, Investment risk, Market risks, Catastrophe - weather, Software, Regulation - supervision

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How ERM evolved over the past year

22 December 2009

Fourteen experts pick the key lessons learned for risk professionals in 2009. Their views on what to expect in 2010 will be posted after the holidays.

Published in: Capital - models, Risk governance, Insurance risk, Investment risk, ALM, Market risks

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Insurers should use derivatives to manage risk under Solvency II

25 November 2009

The directive will require a total balance-sheet approach to the business and encourage non-life insurers to take a more active approach to managing market risks, argues Peter McGloughlin

Published in: Capital - models, ALM, Market risks, Regulation - supervision

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Swiss Re focuses on realigning its investments

07 October 2009

Matching them with the long-term obligations of the reinsurance business is the key, says asset management head David Blumer in an interview with Stuart Collins

Published in: Investment risk, Market risks