Analysis

32171

Actuaries call for improved Solvency II transitional reset methodology

When and how to recalculate the transitional measure on technical provisions has proved one of the trickiest aspects of the Solvency II regime for UK insurers. Actuaries argue the PRA will need to refine the methodology if firms are to take a more meaningful benefit. Callum Tanner reports

31991

Board governance the focus in Enterprise failure investigation

The Gibraltar regulator believes it may have been "consistently misled" by Enterprise's board on its solvency. Peter Taylor, its director of legal enforcement, speaks to Callum Tanner about the ongoing probe

31751

New York Life reaps rewards of actuarial reform

Moving to the FIS Prophet US Single Platform for actuarial valuation and projection involved cultural as well as technical upgrades

31042

The tech trends of 2016

Christopher Cundy discusses the current themes in risk and actuarial software

30082

Solvency II implementation reveals national diversities

InsuranceERM's survey of supervisors reveals how the use of internal models, transitionals and discount curve adjustments differs across the EU

29942

Brexit shifts debate on Solvency II reforms

Many see Solvency II rules as a largely British export to Europe, but once the UK leaves the EU, the remaining member states are likely to take the directive in a new direction. Callum Tanner reports

29862

Back on track with RMS(one)

RMS chief executive Hemant Shah talks to Christopher Cundy about the long-delayed launch of its exposure management platform, RMS(one)

29802

Ireland's Solvency II testing raises proportionality concerns

The Central Bank of Ireland's probe into how smaller insurers are coping with Solvency II has touched a nerve with proponents of proportionality. David Walker reports

29682

Liquidity has become a fluid concept in financial markets

Melanie Mitchell makes the case for decreased liquidity in corporate bond markets, and explains how investors should respond

29622

Extracting more value from the GI reserving process

Insurers relying on stochastic modelling to estimate reserve uncertainty could take a leap forward in managing their reserve risk, as Jeff Courchene explains

29451

Credit downgrades raise strategic questions for insurers

Investors are questioning the impact of credit downgrades on insurers' Solvency II balance sheets. Hugo Coelho investigates how firms are gauging this risk and why they resist putting a figure on it

29311

European supervisors change tack on negative interest rate risk

Insurers are being asked to modify internal models as negative yields become the new normal, but the approach varies by country and company. Hugo Coelho reports

29291

How far can the UK run from Solvency II?

The UK parliamentary investigation into Solvency II is expected to shed light on the trade-off between regulatory flexibility and market access, and expose the different preferences of insurers with different corporate structures. Hugo Coelho reports

29251

Pulling the trigger on Solvency II transitional recalculations

Callum Tanner investigates UK insurers' first experiences with transitional recalculations and finds contrasting approaches to deal with the volatility of Solvency II ratios

29111

A false dawn for restricted tier 1 debt?

The market for restricted tier 1 debt took off last month with an issue by Gjensidige, but may remain subdued for as long as the Solvency II grandfathering provisions last. Hugo Coelho reports

28871

UK firms split on interest rate hedging strategy

L&G has put its economic view on the pedestal, moving away from its rivals and challenging analysts who take Solvency II figures more seriously. Callum Tanner reports

28451

My 'A' is not like yours

Fitch and AM Best are wrangling over the equivalency of their IFS rating scale. Hugo Coelho investigates what sets them apart and the implications for insurers buying reinsurance protection

28261

Reinsurers renew lobbying efforts to avoid G-Sii designation

A move from quantitative to qualitative indicators of global systemic risk is threatening to make the designation process more opaque for reinsurers. Callum Tanner reports

28131

L'exception fran├žaise?

The French government is proposing to exempt supplementary pension products from Solvency II capital requirements, a seismic change that will give the sector much needed relief. Hugo Coelho reports

28041

The stress of going sub-zero

UK insurers modelling the risk that interest rates move into negative territory are finding that the capital implications of doing so are less than straightforward. Hugo Coelho reports

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