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Swiss Re posts Solvency II capital ratio of 312%

Ninety percentage point gap between capital position under EU and Swiss regimes

Former Solvency II rapporteur given four-year sentence

Ex-MEP Peter Skinner was found guilty of swindling expenses

Tufts returns to EY as UK life & pensions leader

Follows spell as CRO at Guardian Financial Services

Prudential Financial seals third longevity reinsurance deal with L&G

Supports growth of L&G's bulk annuity business

Design faults flagged in Priips KID draft

Insurance Europe says investors will be misled by information documents

Chappellier to head RPC's Paris office

Former EMB partner reunites with Rory O'Brien

Insurers struggle to find value in Solvency II data

Better communication with stakeholders may be biggest early gain

ReMetrica revamped to enhance analytics capabilities

Version 7.0 of capital modelling software re-coded to access new technology


Optimising hypothecation in matching adjustment portfolios

Creating the best possible matching adjustment portfolio involves many aspects. James Sharpe explains the difference that optimal hypothecation can make

Unfreezing the UFR

The revised methodology for calculating the ultimate forward rate may not be a catastrophe for all insurers with long-term liabilities, but it will put an unwelcome spotlight on solvency and accelerate the redesign of products. Hugo Coelho reports

Eiopa builds its toolkit for Solvency II convergence

Convergence in the implementation of Solvency II is a top priority for Eiopa. Hugo Coelho talks to Andrew Candland, head of the unit tasked with bringing supervisors into line

NAIC meeting roundup: PBR in the pocket, cyber in a mess

State insurance commissioners have taken stock of their efforts to steal a march on federal authorities during their spring get together in New Orleans. Hugo Coelho reports

The regulator who became an innovator

Waleed Sarwar quit a steady job for the thrills and spills of tech entrepreneurship. He talks to Asa Gibson about his experiences so far

Low yield curves and the move to absolute/normal volatilities

Low and negative yield curves pose a major challenge to insurers using Black's formula for interest rate option pricing. Nick Jessop lays out the considerations for a move to absolute/normal volatilities

Insurers to test the limits of MA benefits

Optimisation was one of the terms that stood out in year-end reports, as differences in approaches to asset eligibility and hedging solutions in matching adjustment portfolios emerged. Hugo Coelho reports

Weekly highlights