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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
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Solvency II delay "golden opportunity" to sort out run-off and APH
27 February 2013European insurers have potential to be over-reserved compared to US, says Ruxley
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Japan equivalence shelved after SII delays
26 February 2013JFSA still working on new solvency regime
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Hiscox brands SII "surreal" and FSA "inexperienced"
25 February 2013But the soon-to-retire chairman hands over reins "with a happy heart"
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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
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Lloyd's softens Solvency II timetable
21 February 2013London market sets out plans for 2013
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KPMG "disappointed" by Omnibus II delay
21 February 2013Clear timetable should have been provided
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Solvency II has cost RSA £62m in two years
20 February 2013Insurer has also cut its dividend
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Omnibus II delayed to October
20 February 2013After long-term guarantee impact assessment and report
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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