Archive

  • The biggest barrier to actuarial system improvement is... actuaries?

    27 July 2017

    As insurers prepare for another round of system adaptation and process review with the introduction of IFRS 17, Andries Beukes shares his experience in modernising actuarial systems and discusses what role actuaries have in the success – and failure – of transformation projects

  • MA optimisation: the experience at LV=

    06 July 2017

    The matching adjustment (MA) is a vital element of the Solvency II package to annuity underwriters, but making the most of it is challenging. In this article, James Sharpe, developer of optimisation tool OptiMA, and Ed Rayson of insurer LV=, describe how MA benefits have been improved in practice

  • A death knell for the Sifi designation?

    02 May 2017

    The US inquiry into the designation of non-bank systemically important financial institutions looks likely to see insurers AIG and Prudential Financial shed the label, while ensuring the court appeal against MetLife becomes obsolete. What will replace Obama's post-crisis regulation and will it affect the international process? Callum Tanner reports

  • European insurers prepare for UFR change pain

    06 April 2017

    Cutting the ultimate forward rate to about 3.65% over the next five years will drag down European insurers' solvency ratios as the pain of low rates feeds into long-term discounting. The big question now is whether MEPs, the Commission and German industry will work together to block Eiopa's methodology. Callum Tanner reports

  • View from the Top: The CRO and risk team of the future

    04 April 2017

    The skills of an effective risk function have evolved over the past decades due to regulatory change and financial innovation. Looking forward, the role of risk once again sits on the brink of uncertain development driven not only by regulatory change but also the threat of digital disruption, as Tom Wilson explains

  • Turning liability into opportunity

    28 March 2017

    There is growing evidence that exposure to phthalates has serious health impacts. Excluding phthalates from insurance contracts might be the natural response, but modelling the exposure could allow firms to see the risk as a business opportunity rather than a threat, as Praedicat chief executive Robert Reville tells Callum Tanner

  • Yes, no, maybe: the PRA responds to industry's Solvency II reform agenda

    17 March 2017

    The UK regulator has made a point-by-point reply to the Association of British Insurers' agenda for Solvency II reforms and confirmed its priority to review the reporting requirements. Christopher Cundy reports

  • Deferred tax continues to complicate SII ratios

    09 March 2017

    Changing requirements from regulators over the loss absorbing-capacity of deferred tax means insurers' Solvency II capital will remain at the mercy of this complex, opaque and inconsistent factor

  • UK insurers' legal challenge on risk margin scuppered by regulator

    16 February 2017

    Legal advice commissioned by British insurers suggested that a future management action could allow firms to significantly reduce the risk margin even while the UK regulator remains bound to EU law. So far that advice has fallen on deaf ears. Callum Tanner reports

  • Lloyd's responds to backlash over internal model change

    07 February 2017

    Proposals to alter Lloyd's policy on internal model change have been rejected by managing agents and the corporation is scrambling to respond. Christopher Cundy reports