-
How the matching adjustment helps insurers in a crisis
28 February 2013Daily solvency monitoring offers valuable insights into an insurers' risk profile and its regulatory capital requirements – and demonstrates the potential power of the matching adjustment. Matthew Cocke, Russell Osman and Russell Ward explain
-
US insurers to hold $23bn more capital if ratings agency revises model
27 February 2013AM Best proposes lowering discount rate for non-life reserves from 5% to 4%
-
Childs to take over from Hiscox
25 February 2013Richard Watson will become chief underwriting officer
-
Sandy swells Q4 loss for AIG
22 February 2013Storm was second largest single catastrophe event for US insurer
-
The unresolved issues of Solvency II
21 February 2013The delay of full implementation to beyond 2014 will allow extra time for important details in all three pillars of Solvency II to be resolved – and may bring old niggles to the surface again. Lorna Davies looks into some of the outstanding issues, for policy-makers and insurers, that will be kicked over in the coming months
-
Solvency II has cost RSA £62m in two years
20 February 2013Insurer has also cut its dividend
-
Using least-squares Monte Carlo in a multi-year context
19 February 2013A year ago on this site, Michael Leitschkis and Mario Hoerig explained the advantages of least-squares Monte Carlo (LSMC) over other proxy modelling techniques for estimating capital. Here, with Florian Ketterer and Christian Bettels, they describe how to extend a one-year application of LSMC to scenarios of several years
-
Swedish regulator to implement SII discount rate
19 February 2013Already has temporary floor in place
-
Hiscox chief slams reporting burden, SII internal models
14 February 2013Global regulations are misguided, says Masojada
-
Insurance enterprise risk managment: the state it's in
14 February 2013Insurers' satisfaction with ERM grows, but plans for using economic capital stall - these are among the seven key findings from Towers Watson's recent worldwide survey. Christopher Cundy asks Laura Santori and Martin Pike to explain