Market risks

News/comment

“UK life companies less troubled by Greek crisis”

11 May 2010

Aviva most exposed to European government debt

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Derivatives dealers step up political lobbying

26 April 2010

ISDA spells out extent of reforms to market structure

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Insurance groups pass solvency test

16 March 2010

CEIOPS publishes results of EU-wide stress tests

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CRO Forum: “Change market risk calibration”

12 March 2010

Paper sets out alternative Solvency II methodology

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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

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CEIOPS confirms stress tests for insurers

30 October 2009

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

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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

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Life settlements can't be compared to subprime

05 October 2009

By Reuters News

Analysis

Treat systemic risk as an emerging risk

26 May 2010

Treat systemic risk as an emerging riskFinancial 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.

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Portfolio replication is not only about capital

24 February 2010

Portfolio replication is not only about capitalIt’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.

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Do insurers pose a systemic risk?

18 February 2010

Do insurers pose a systemic risk?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.

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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.

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How ERM evolved over the past year

22 December 2009

How ERM evolved over the past yearFourteen 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.

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Insurers should use derivatives to manage risk under Solvency II

25 November 2009

Insurers should use derivatives to manage risk under Solvency IIThe 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

Opinion

Make proper allowances for risk interactions

03 June 2009

Make proper allowances for risk interactionsIndividual risks like volatility aren’t the problem, argues Milliman’s Neil Cantle. The way they combine is.