Archive

  • John Huff: Capital cannot be the only answer to systemic risk

    30 October 2014

    While in Amsterdam for the conference of the International Association of Insurance Supervisors, Hugo Coelho caught up with Missouri insurance commissioner John Huff. Here he elaborates on his criticism of global standards, and discusses key aspects in the tug of war between the US and Europe on the convergence of insurance regulation

  • Targeting reinsurance systemic risk

    23 October 2014

    All eyes are on the FSB's forthcoming update of G-SIIs, which is expected to include reinsurers for the first time. Marcus Alcock looks at who might be on the list and what the implications are for the market

  • The broad view

    21 October 2014

    Tom Wilson, CRO of Allianz, talks to Marcus Alcock about the need for supervisors to adapt as well, his difficulty with traditional insurance being deemed systemically relevant, and the trials and tribulations involved in submitting a trial IMAP which is over 100,000 pages long

  • Carney raises the stakes on Solvency II internal models

    16 October 2014

    Mark Carney's recent indication that the Bank of England will not hesitate to withhold approval of inadequate internal models raises the question of just how heavy-handed the regulator will turn out to be, as Stephen Makin, Emma McWilliam and Ross Evans discuss

  • Benefit of the matching adjustment could be wafer-thin

    14 October 2014

    If supervisors take a hard line on the methodology for calculating the fundamental spread and issues like diversification, new business and portfolio rebalancing, the adjustment could lose its appeal, reports Hugo Coelho

  • Speeding up reporting processes

    09 October 2014

    Bringing forward the calibration of risk factors in proxy models is one of the strategies to comply with the five-week deadline for quarterly reporting, according to a survey by Towers Watson. Hugo Coelho investigates

  • Bracing for the liquidity squeeze

    16 September 2014

    The push by regulators for the central clearing of derivatives is a serious issue for life insurers that rely on swaps for duration matching. As Hugo Coelho explores, they could be vulnerable to cash collateral calls if interest rates spike

  • Taking some pain out of IFRS 4

    09 September 2014

    The overlaps in terms of data requirements, processes and modelling between the new insurance accounting standard IFRS 4 and Solvency II are considerable and should give some cheer to insurers, argue KPMG's Danny Clark, Peter Ott and Viviane Leflaive

  • Border crossing?

    04 September 2014

    Scotland-based insurance companies have drawn up contingency plans ahead of the referendum on independence. In the event of a 'yes' vote they could even move south of the border, as Hugo Coelho reports

  • Optimising capital in a Solvency II world

    02 September 2014

    The introduction of Solvency II will bring about both challenges and opportunities from a capital management perspective. Here Sinead Clarke, Scott Mitchell and Eamonn Phelan consider how corporate and portfolio restructuring may be used to optimise capital management under the new regime