News/comment

“UK life companies less troubled by Greek crisis”

11 May 2010

Aviva most exposed to European government debt

Published in: Investment risk, Market risks

.....

Derivatives dealers step up political lobbying

26 April 2010

ISDA spells out extent of reforms to market structure

Published in: Market risks, Regulation - supervision

.....

Insurance groups pass solvency test

16 March 2010

CEIOPS publishes results of EU-wide stress tests

Published in: Capital - models, Market risks

.....

CRO Forum: “Change market risk calibration”

12 March 2010

Paper sets out alternative Solvency II methodology

Published in: Market risks, Regulation - supervision

.....

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, Cat risk - ILS, Software, Regulation - supervision

.....

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

.....

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

.....

Life settlements can't be compared to subprime

05 October 2009

By Reuters News

Published in: Market risks, Longevity - mortality

Analysis

Treat systemic risk as an emerging risk

26 May 2010

Financial crises and the associated systemic risks can be treated as any other emerging risks, believes Dave Ingram, but the crucial risk that has to be detected is the one that could create a massive loss among highly interconnected firms.

Published in: Risk governance, Market risks, Regulation - supervision

.....

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

.....

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

.....

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, Cat risk - ILS, Software, Regulation - supervision

.....

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

.....

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