Archive

  • 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

  • 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

  • The regulator who became an innovator

    14 April 2016

    Waleed Sarwar quit a steady job for the thrills and spills of tech entrepreneurship. He talks to Asa Gibson about his experiences so far

  • 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

  • Insurers to test the limits of MA benefits

    05 April 2016

    Optimisation was one of the terms that stood out in year-end reports, as differences in approaches to asset eligibility and hedging solutions in matching adjustment portfolios emerged. Hugo Coelho reports

  • 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

  • Are Belgian life insurance lapses lethal?

    03 March 2016

    EU regulators have warned that surrenders are creating liquidity risk for the Belgian life insurance sector, but is there more to the scary headline figures? Hugo Coelho reports

  • Valuation issues persist for PPOs

    11 February 2016

    Periodical payment orders may be an established part of the UK motor insurance claims landscape but methods for reserving for them are still uncertain, as Rob Treen explains

  • Germany hits the brakes on its €32bn ZZR

    04 February 2016

    The ballooning level of additional interest rate reserves has prompted reforms to the rules, but few insurers took advantage in 2015. Hugo Coelho reports