Analysis

• Cyber risk: cat modelling's biggest challenge yet

  28 June 2016

  Cyber risk is growing, unavoidable and ripe for insurance solutions. But can the industry really get to grips with such a rapidly evolving risk? Christopher Cundy reports

• Comment: A stunt never tried before

  24 June 2016

  Parting is easy, the problem is to agree on what comes next

• The realities of Brexit for UK insurers

  24 June 2016

  Market volatility should erode capital ratios, the possible loss of passporting rights may force restructuring and relocation – and regulation could well be tightened. Hugo Coelho reports

• CRO Q&A: MetLife's Lukas Ziewer

  21 June 2016

  In his home city of Dublin, Lukas Ziewer - MetLife's chief risk officer for Europe, the Middle East and Africa - discusses Solvency II, risk culture and governance with Asa Gibson

• Adjusting the leash for disruptors

  01 June 2016

  Regulators must live up to the challenge of fostering innovation while ensuring insurtech firms and incumbents remain on equal footing. Asa Gibson reports

• Supervisors face the flood of Solvency II data

  24 May 2016

  As insurers submit their first Solvency II reports this month, Christopher Cundy asks what supervisors will do with the billions of data points now at their fingertips

• Solvency II troubleshoot: longevity swaps and risk margin relief

  17 May 2016

  Delta Lloyd's regulatory battle has brought to light concerns about the booming longevity risk transfer market, in particular index-based derivatives and risk margin relief. Asa Gibson reports

• Don't let SIMR put you in the hot seat

  10 May 2016

  Ian Gardner and Omar Ripon reveal the questions you should ask to avoid falling foul of the Senior Insurance Managers Regime

• "ICS is not self-executing, it is something on the shelf"

  05 May 2016

  NAIC president John Huff tells Hugo Coelho how group capital rules may have little impact on US insurers and warns of the consequences of a covered agreement between the US and the EU

• Optimising hypothecation in matching adjustment portfolios

  28 April 2016

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