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My 'A' is not like yours
18 August 2016Fitch and AM Best are wrangling over the equivalency of their IFS rating scale. Hugo Coelho investigates what sets them apart and the implications for insurers buying reinsurance protection
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L'exception française?
02 August 2016The French government is proposing to exempt supplementary pension products from Solvency II capital requirements, a seismic change that will give the sector much needed relief. Hugo Coelho reports
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The stress of going sub-zero
28 July 2016UK insurers modelling the risk that interest rates move into negative territory are finding that the capital implications of doing so are less than straightforward. Hugo Coelho reports
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Top tips for top-down validation
07 July 2016Boards have struggled to get comfortable with validation of internal models. LCP's Charl Cronje suggests some ideas that may help
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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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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
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Eiopa's Bernardino: We will see if a countercyclical requirement makes sense for insurers
17 March 2016In the second part of an interview with Hugo Coelho, the Eiopa chairman responds to the ESRB report and sets expectations about the looming reviews of Solvency II