Archive

  • UK reveals Solvency II applications for MA, VA and transitional deductions

    06 January 2016

    Matching adjustment is as popular as volatility adjustment

  • Life insurers stuck with the riddle of the risk margin

    01 December 2015

    Of all the innovations of Solvency II, the risk margin threatens to be the most painful for UK life insurers. The transitional benefit will provide relief against it on 1 January, but in the long run it may do more harm than good. Hugo Coelho reports

  • Just Retirement and Partnership launch £150m share issue

    25 September 2015

    Merger partners looking to smooth transition to Solvency II

  • Interest rate and mortality swings justify recalculation of Solvency II transitional benefit

    17 September 2015

    PRA sets expectations about scope and variation of transitional measures

  • Bug-fix increases benefit of Solvency II adjustments

    11 June 2015

    Fundamental spreads of long-dated bonds cut by dozens of basis points, says Nomura

  • Gilt-swap spread risk charge to accelerate ALM rethink

    08 May 2015

    A request by the UK regulator for internal firms to hold capital against the basis risk in their government bond portfolios will increase incentives for the insurers to move away from long-dated government bonds into swaps. Hugo Coelho reports

  • InsuranceERM's Most Influential 2015

    16 April 2015

    The personalities shaping risk and capital management in Europe are revealed

  • Eiopa slashes matching adjustment benefit

    17 March 2015

    Change in rules drives up fundamental spread by dozens of basis points

  • Flawed volatility adjustment portfolio hurts UK insurers

    03 March 2015

    Eiopa commits to update reference portfolios annually with a one-year lag

  • Eiopa sticks to "exaggerated" Solvency II discount rate

    02 March 2015

    MEP urges Commission to change level of UFR amid signs of 'Japanification'