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Analysis

Finding the opportunities in illiquid investments

Illiquid assets can be an attractive match for insurance liabilities, but firms have to be picky over how they invest, and the burden of governance threatens to diminish the allure, as participants in part 1 of this InsuranceERM/Insight Investment roundtable discuss

My 'A' is not like yours

Fitch and AM Best are wrangling over the equivalency of their IFS rating scale. Hugo Coelho investigates what sets them apart and the implications for insurers buying reinsurance protection

Reinsurers renew lobbying efforts to avoid G-Sii designation

A move from quantitative to qualitative indicators of global systemic risk is threatening to make the designation process more opaque for reinsurers. Callum Tanner reports

L'exception française?

The French government is proposing to exempt supplementary pension products from Solvency II capital requirements, a seismic change that will give the sector much needed relief. Hugo Coelho reports

The stress of going sub-zero

UK insurers modelling the risk that interest rates move into negative territory are finding that the capital implications of doing so are less than straightforward. Hugo Coelho reports

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IAIS reaches fork in the road on systemic risk

International regulators are opening up to the idea of framing systemic risk in market-wide activities rather than individual companies. Callum Tanner reports

Post-Brexit slump makes mockery of Eiopa stress test

The UK's Solvency II discount rates at the end of June put insurers in a worse position than the stress test scenario, so what can insurers and regulators hope to learn? Hugo Coelho reports

Weekly highlights