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Commission stands in the way of UFR reduction
05 July 2016Stakeholders are sidestepping Eiopa and turning to Brussels in a bid to preserve the Solvency II long-term discount rate. Hugo Coelho reports
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Comment: A stunt never tried before
24 June 2016Parting is easy, the problem is to agree on what comes next
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The realities of Brexit for UK insurers
24 June 2016Market volatility should erode capital ratios, the possible loss of passporting rights may force restructuring and relocation – and regulation could well be tightened. Hugo Coelho reports
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CRO Q&A: MetLife's Lukas Ziewer
21 June 2016In his home city of Dublin, Lukas Ziewer - MetLife's chief risk officer for Europe, the Middle East and Africa - discusses Solvency II, risk culture and governance with Asa Gibson
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Adjusting the leash for disruptors
01 June 2016Regulators must live up to the challenge of fostering innovation while ensuring insurtech firms and incumbents remain on equal footing. Asa Gibson reports
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Optimising hypothecation in matching adjustment portfolios
28 April 2016Creating the best possible matching adjustment portfolio involves many aspects. James Sharpe explains the difference that optimal hypothecation can make
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Unfreezing the UFR
26 April 2016The 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
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Eiopa builds its toolkit for Solvency II convergence
21 April 2016Convergence in the implementation of Solvency II is a top priority for Eiopa. Hugo Coelho talks to Andrew Candland, head of the unit tasked with bringing supervisors into line
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NAIC meeting roundup: PBR in the pocket, cyber in a mess
15 April 2016State insurance commissioners have taken stock of their efforts to steal a march on federal authorities during their spring get together in New Orleans. Hugo Coelho reports
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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