Analysis

• ESRB's Mazzaferro: "We want to counter the narrative that insurers are not systemic"

  16 December 2015

  ESRB's head of secretariat makes the case for a countercyclical capital requirement and a liquidity requirement for insurers. Hugo Coelho reports

• Living up to the promise of internal models

  08 December 2015

  Supervisory approval is not the end of the Solvency II internal model process. From 1 January, models are for insurers to leverage and for insurers to lose. Hugo Coelho and Christopher Cundy report

• Preserving the diversity

  03 December 2015

  Designing Solvency II to fit the spectrum of EU insurers has not been entirely successful and national supervisors should be mindful of its threats to the business model of mutual firms, says Amice's Silvia Herms

• Life insurers stuck with the riddle of the risk margin

  01 December 2015

  Of all the innovations of Solvency II, the risk margin threatens to be the most painful for UK life insurers. The transitional benefit will provide relief against it on 1 January, but in the long run it may do more harm than good. Hugo Coelho reports

• Are the numbers up for operational risk modelling?

  24 November 2015

  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

• Solvency II fuels risk of model convergence

  16 November 2015

  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

  12 November 2015

  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

  10 November 2015

  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

  05 November 2015

  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

• Avoiding the Solvency II hangover

  03 November 2015

  Risk and capital management activity has boomed thanks to Solvency II, but has the spend created business value? Justin Elks suggests ways to recover from the unpleasant after-effects