Small commercial insurers will be allowed them
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BMA to extend use of internal capital models
21 July 2011
Published in: Capital Models, Risk Models
Companies: Bermuda Monetary Authority, Eiopa, FSA
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Highlights
- Solvency II data could cost big insurers over £100m
- Zurich's ERM: setting the tone from the top
- FSA highlights weaknesses in insurers' models
- Majority of insurers lag on Solvency II reporting requirements
- Milliman hires Dunn from KPMG
- Danes keen to enforce 2014 Solvency II deadline
- How Solvency II will affect insurers' bond and equity investments
- Solvency II will hit securitisations but may boost derivatives' use
- Compliance costs put financial institutions off overseas ventures
- Model validation consortium launched
- What Tohoku tells us about Japan earthquake risk
- NAIC: "If we respect the differences, we can make this work"
- Hybrid debt market crimped by Solvency II uncertainties
- Solvency II extra year is vital for Spain
- Using least squares Monte Carlo for Solvency II proxy modelling
- French insurers shy away from internal models
- Recognise importance of tax in pillar 1
- Sweden's insurers struggle to get ready for Solvency II
- Reducing uncertainty with multiple catastrophe models
Copyright © Field Gibson Media Ltd 2012