Archive

  • L'exception française?

    02 August 2016

    The 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

  • The stress of going sub-zero

    28 July 2016

    UK 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

  • Top tips for top-down validation

    07 July 2016

    Boards have struggled to get comfortable with validation of internal models. LCP's Charl Cronje suggests some ideas that may help

  • 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

  • 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

  • Eiopa's Bernardino: We will see if a countercyclical requirement makes sense for insurers

    17 March 2016

    In 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

  • Eiopa's Bernardino: "Supervisors shouldn't kick the can down the road on low rates"

    10 March 2016

    The chairman of Europe's insurance authority lifts the veil on this year's stress test and discusses with Hugo Coelho the limitations to consistent implementation of Solvency II