Archive

  • Technology Guide 2013-14: vendors react to Solvency II delays

    29 October 2013

    Both 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?

  • German life insurers face losses if interest rates remain low

    24 October 2013

    Mismatched assets and liabilities and high guarantees leave sector vulnerable, says Moody's

  • Efficient asset allocation with least squares Monte Carlo

    23 October 2013

    Traditional 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

  • The technologies reshaping insurance

    18 October 2013

    The 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

  • Aegon leads, Aviva lags in reducing leverage

    19 September 2013

    Insurers to continue using excess cash to pay off debt, says Moody's

  • Loss of cat business to alternative capital "not all bad" for reinsurers

    04 September 2013

    Moody's sees signs of indiscipline in underwriting

  • How to develop multi-year capital projections for the ORSA

    29 August 2013

    Solvency II firms have a lot to do to develop their modelling capabilities into a multi-period capital projections. This is why Craig Turnbull and Andy Frepp recommend insurers invest in statistically robust multi-period capital proxy functions such as least-squares Monte Carlo

  • Only a quarter of insurers ready to comply with Solvency II

    31 July 2013

    Moody's Analytics survey finds firms behind schedule on pillar 3 data reporting

  • Insurers' asset shifts create credit risks

    17 July 2013

    Moody's warns of investing in illiquid and low-quality assets

  • Volatility of SII ratios may sway investor behaviour

    22 May 2013

    But Moody's foresees "relatively generous discounting of liabilities" as result of LTGA