Archive

  • Unipol Gruppo chooses Moody's Analytics climate pathway tool

    18 May 2021

    The provider will help the Italian insurer embed climate risk into its Orsa

  • Insurers set for challenges from Eiopa's Orsa climate risk guidance

    29 April 2021

    Moody's Analytics director warns insurers on what to expect and how to prepare

  • The challenge of constructing IFRS 17 discount rates

    12 April 2018

    Nick Jessop discusses the permitted approaches for constructing insurance contract discount rates under the IFRS 17.

  • Low yield curves and the move to absolute/normal volatilities

    14 April 2016

    Low and negative yield curves pose a major challenge to insurers using Black's formula for interest rate option pricing. Nick Jessop lays out the considerations for a move to absolute/normal volatilities