Main points highlighted by CEIOPS’ group on the liquidity/illiquidity premium issue
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Task force report details liquidity premium choices
04 March 2010
Published in: Capital Models, Risk Models, Risk management, Regulation
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Highlights
- Munich Re posts profit despite €4.5bn of cat losses
- French insurers shy away from internal models
- Aviva sells life firms to MetLife
- FSA responds to SII delay rumours
- Using least squares Monte Carlo for Solvency II proxy modelling
- Barnier denies Solvency II delay
- Final SII standards and guidelines planned for September
- Milliman forms risk institute
- Recognise importance of tax in pillar 1
- Actuarial technology advisory firm set up
- 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
- Underwriting discipline "central challenge" for 2012
- Moody's buys Barrie & Hibbert
- Applying complexity science to risk appetite and emerging risk
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