-
Unipol Gruppo chooses Moody's Analytics climate pathway tool
18 May 2021The 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 2021Moody's Analytics director warns insurers on what to expect and how to prepare
-
The challenge of constructing IFRS 17 discount rates
12 April 2018Nick 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 2016Low 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