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AM Best shifts cat risk assessment in BCAR update
10 November 2015Interest rate risk and dependence on reinsurance are the other key changes to calculation of insurer credit ratings. Asa Gibson reports
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Not so much the 'own' risk and solvency assessment
05 November 2015From the size of the stresses to the maximum number of pages of the report, European regulators are becoming prescriptive about how insurers should go about developing ORSAs in preparation for Solvency II. Hugo Coelho reports
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Avoiding the Solvency II hangover
03 November 2015Risk and capital management activity has boomed thanks to Solvency II, but has the spend created business value? Justin Elks suggests ways to recover from the unpleasant after-effects
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InsuranceERM/Towers Watson Risk Technology Report
29 October 2015Senior risk and capital executives share their thoughts on risk technology, the pressures the industry faces, downsides of adopting new technology and the future shape of the industry.
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Spanish life insurers heavily reliant on matching adjustment
27 October 2015Top regulator warns about challenge of reporting and governance requirements, but admits industry is well-capitalised. Hugo Coelho reports
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Technology vendors prepare for a new chapter
22 October 2015Christopher Cundy charts the trends in risk and capital management software as the Solvency II implementation date nears
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"The HLA creates more instability than it subtracts" – Axa's Thimann
13 October 2015Christian Thimann, head of public of affairs at France's largest insurance group, is critical of regulators' plans to tackle systemic risk in the insurance sector. He talks to Hugo Coelho
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Blip, trend or poor model? Insurers respond to shift in mortality projections
06 October 2015Recent mortality projections for England and Wales have led some observers to question whether this marks the start of a new trend – or the need to build a new model. Asa Gibson reports
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EU divided over Solvency II's dynamic volatility adjustment
29 September 2015Whether internal model firms can assume changes in the value of the volatility adjustment under stress depends on where they are based and Eiopa's attempts to issue guidance are fraught by disagreements. Hugo Coelho reports
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Quantifying the diversification benefit
22 September 2015The diversification benefit is a crucial factor in internal models, but how do you pin down dependencies in the absence of hard data? Justin Skinner and Russell Ward share their experiences