Archive

  • InsuranceERM/Towers Watson Risk Technology Report

    29 October 2015

    Senior 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.

  • Technology vendors prepare for a new chapter

    22 October 2015

    Christopher Cundy charts the trends in risk and capital management software as the Solvency II implementation date nears

  • EU divided over Solvency II's dynamic volatility adjustment

    29 September 2015

    Whether 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

  • Quantifying the diversification benefit

    22 September 2015

    The 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

  • Late transposition hampers Solvency II applications

    04 September 2015

    More than half of European countries have not yet written Solvency II into their national laws, prompting supervisors to set up voluntary processes to apply for internal models and adjustments. Hugo Coelho reports

  • Dutch insurers derailed by Solvency II surprises

    20 August 2015

    Setbacks in internal model approvals have put a strain on Dutch insurers' plans for Solvency II and raised fears that the European industry is less prepared than it thinks, Hugo Coelho reports

  • Hannover Re plans operational risk review after internal model approval

    11 August 2015

    Chief risk officer Eberhard Mueller talks to Christopher Cundy about the years of work behind its Solvency II internal model and how he plans to develop the reinsurer's approach to operational risk modelling

  • 'Extracting value from the internal model' is a flawed approach

    06 August 2015

    Internal models will fail in their attempt to serve two masters – the regulator and the business – so insurers should fundamentally rethink how they can benefit from their years of development work, argues Adrian Ericsson

  • Stress-testing the red tape

    30 July 2015

    Is the regulatory bureaucracy imposed on the London market damaging its ability to react in the aftermath of a major catastrophe? Christopher Cundy reports

  • Systemic risk buffer may miss the target

    21 July 2015

    The IAIS has unveiled a formula to calculate the high-loss absorbency for global systemically important insurers. The industry claims the requirement is set too high and fears it will be poorly targeted. Hugo Coelho reports