But it's probably being considered already, say Neil Cantle and Elliot Varnell
Register for a trial Please sign in to read the full content of this article. If you aren’t already a subscriber, you can register for a free one-month trial.
2012 is too early to talk of Solvency III
23 December 2011
Published in: Risk management, Capital markets, Regulation, Solvency II
Sign in
To access the premium content on InsuranceERM, you must first sign in to your account
Aren’t a subscriber? Register for a free one-month trial now.
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
- Moody's buys Barrie & Hibbert
- Applying complexity science to risk appetite and emerging risk
- Underwriting discipline "central challenge" for 2012
Copyright © Field Gibson Media Ltd 2012