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ERM basics: Proxy techniques enable risk-based decision making
08 January 2014Proxy techniques, such as least squares Monte Carlo, allow faster analysis of risks and for many insurers they have become essential tools for aiding decision making, as Brian Robinson explains
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Using least squares Monte Carlo proxy functions for internal model validation
18 December 2013LSMC techniques are finding popularity in Solvency II economic capital calculations and multi-year projections of capital requirements. In this article, Christian Bettels explains how they can also apply to validation of internal models
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FASB/IASB inconsistencies pose risks to insurers
12 December 2013Moody's warns of high implementation costs and poor understanding of new accounting standards
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QBE's debt ratings downgraded
10 December 2013Moody's drops senior unsecured debt to Baa2
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IBM completes RiskTech 100 hat trick
04 December 2013Chartis Research's rankings cover software for insurance, banking, trading and asset management
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Skandia selects Moody's RiskIntegrity
20 November 2013Swedish life insurer to use software to aid Solvency II compliance
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Technology Guide 2013-14: vendors react to Solvency II delays
29 October 2013Both users and vendors of risk management systems have faced difficult decisions as a result of the further delay in Solvency II implementation. We look at the opportunities and problems created by this and issues such as: do faster systems have to be more complex, as well as more expensive, and will vendors offer more transparency into their models?
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German life insurers face losses if interest rates remain low
24 October 2013Mismatched assets and liabilities and high guarantees leave sector vulnerable, says Moody's
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Efficient asset allocation with least squares Monte Carlo
23 October 2013Traditional methods of allocating assets fall short in several key aspects. In this paper, Romain Lombardo and Alexis Bailly show how the LSMC approach can be used to optimise asset allocation for insurers in a Solvency II world
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The technologies reshaping insurance
18 October 2013The insurance industry doesn't often evoke science fiction. But recent technological advances have been so drastic they could have leapt from the pages of Isaac Asimov. Sarfraz Thind reports