Archive

  • EU associations set template for Solvency II data exchange

    16 September 2014

    IMA, BVI and Club Ampere prepare table to assist reporting

  • Bracing for the liquidity squeeze

    16 September 2014

    The push by regulators for the central clearing of derivatives is a serious issue for life insurers that rely on swaps for duration matching. As Hugo Coelho explores, they could be vulnerable to cash collateral calls if interest rates spike

  • Helvetia sees Solvency I ratio soar

    01 September 2014

    Non-life business drive increase in profits

  • Zurich targets small pension funds with simplified longevity hedge

    31 July 2014

    Hedging contract obviates need to exchange collateral

  • Could the ILS market see a dead cat bounce?

    31 July 2014

    The pricing of catastrophe bonds is picking up after a sustained and dramatic slump. But could it just be a summer lull before the action resumes in the autumn? Christopher Cundy asks market observers what they make of the recent trend

  • Call for entries to InsuranceERM's Technology Guide

    22 July 2014

    Deadline of 15 August

  • Insurance debt fund begins lending

    21 July 2014

    Twelve Capital has "strong pipeline"

  • Helvetia to acquire National Suisse

    07 July 2014

    Expects to maintain capital ratio and rating

  • Insurance asset managers grapple with Solvency II challenges

    06 June 2014

    Solvency II will impact how insurers manage their assets, but the effects will depend on their size and the business mix. Christopher Cundy and Hardeep Dhillon report from InsuranceERM's Insurance Asset Risk conference

  • The UK pensions bombshell: opportunities among the wreckage?

    11 April 2014

    The UK annuities market is undergoing a dramatic change as the rules on retirement products are rewritten. In this article, Christopher Cundy looks at five major implications for products and strategy