Archive

  • Dutch regulators cut risk margin for funeral services insurers

    06 July 2016

    Cost of capital to be reduced from 6% to 4%

  • Solvency II VA benefit falls 1bps

    06 July 2016

    Eiopa updates composition of representative portfolio

  • Unfreezing the UFR

    26 April 2016

    The revised methodology for calculating the ultimate forward rate may not be a catastrophe for all insurers with long-term liabilities, but it will put an unwelcome spotlight on solvency and accelerate the redesign of products. Hugo Coelho reports

  • PRA invites industry comments on matching adjustment

    18 April 2016

    Outlines expectations on changes to MA portfolios and ongoing compliance

  • Solvency II equity dampener hits the floor

    10 March 2016

    Back to level recorded at the height of the Eurozone crisis

  • 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

  • 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