Analysis

  • Unfreezing the UFR

    26 April 2016

    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

    21 April 2016

    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

    15 April 2016

    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

    14 April 2016

    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

    14 April 2016

    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

    05 April 2016

    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

  • Carlos Montalvo: Eiopa was a 9-to-141 job

    30 March 2016

    In his final days in office, Carlos Montalvo talks to Hugo Coelho about his legacy as the executive director of Eiopa and the challenges facing the authority over the next decade

  • US on countdown for 'right size' reserves reform

    24 March 2016

    At least 10 insurers are participating in a pilot programme on principles-based reserving, as the regulation edges closer to a 2017 launch

  • Eiopa's Bernardino: We will see if a countercyclical requirement makes sense for insurers

    17 March 2016

    In the second part of an interview with Hugo Coelho, the Eiopa chairman responds to the ESRB report and sets expectations about the looming reviews of Solvency II

  • Great Eastern's Ronnie Tan: "We support ICS over Solvency II"

    15 March 2016

    Ronnie Tan built Great Eastern's risk management function from scratch 10 years ago. The CRO talks to Sarfraz Thind about Asia's advances in ERM and why Solvency II is not suitable for the region's insurance industry