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
