Archive

  • Commission stands in the way of UFR reduction

    05 July 2016

    Stakeholders are sidestepping Eiopa and turning to Brussels in a bid to preserve the Solvency II long-term discount rate. Hugo Coelho reports

  • Comment: A stunt never tried before

    24 June 2016

    Parting is easy, the problem is to agree on what comes next

  • The realities of Brexit for UK insurers

    24 June 2016

    Market 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

  • CRO Q&A: MetLife's Lukas Ziewer

    21 June 2016

    In 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

  • Adjusting the leash for disruptors

    01 June 2016

    Regulators must live up to the challenge of fostering innovation while ensuring insurtech firms and incumbents remain on equal footing. Asa Gibson reports

  • Optimising hypothecation in matching adjustment portfolios

    28 April 2016

    Creating the best possible matching adjustment portfolio involves many aspects. James Sharpe explains the difference that optimal hypothecation can make

  • 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

  • Eiopa builds its toolkit for Solvency II convergence

    21 April 2016

    Convergence 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

  • NAIC meeting roundup: PBR in the pocket, cyber in a mess

    15 April 2016

    State 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

  • 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