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US state regulators agree to devise group capital calculation

Measure is not intended to be practical implementation of ICS

IAIS consults on G-Sii designations and NTNI

New methodology should allow regulators to add reinsurers to G-Sii list in 2016

Commission confirms Solvency II equivalence decisions on Bermuda and Japan

Bermuda granted full equivalence, Japan on provisional and temporary terms

Decision on US equivalence not before year-end

US insurers to face significant obstacles to operate in the EU

Actuaries request extension to EU anti-competition exemption rule

Trade association outlines dangers of removing insurance block exemption regulation

Munich Re confirms internal model approval

German regulator continues to notify insurers

Czech Republic fails to transpose Solvency II in time

National regulator weighs options after legislative process goes off track

Romania uncovers another 11 insurers below Solvency II capital requirements

Review of smaller insurers follows investigation of market leaders


Outsourced or in-house: the great asset management debate

In part 2 of this InsuranceERM/bfinance roundtable, participants discuss their approaches to managing assets in-house and using external asset managers

Are the numbers up for operational risk modelling?

The internal model application process and developments in the banking world have posed more questions about the merits of modelling operational risk under Solvency II. Asa Gibson reports

Designing asset strategies for the new business environment

Many insurers have been reassessing their investment portfolios in light of low rates and Solvency II. In the first part of this InsuranceERM/bfinance roundtable, participants discuss concerns about diversification and...

Solvency II fuels risk of model convergence

The demands of regulatory approval are creating a lack of diversity in insurance models and driving an increase in systemic risk, according to a joint industry and academic study. Sarfraz Thind reports

How a 100% SCR stopped being sufficient capital

Insurers are holding capital buffers larger than the minimum required under Solvency II, but is it the fault of the rules, the regulators or the market? Hugo Coelho reports

AM Best shifts cat risk assessment in BCAR update

Interest rate risk and dependence on reinsurance are the other key changes to calculation of insurer credit ratings. Asa Gibson reports

Not so much the 'own' risk and solvency assessment

From the size of the stresses to the maximum number of pages of the report, European regulators are becoming prescriptive about how insurers should go about developing ORSAs in preparation for Solvency II. Hugo Coelho reports

Weekly highlights