Archive

  • 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

  • Cyber risk: cat modelling's biggest challenge yet

    28 June 2016

    Cyber risk is growing, unavoidable and ripe for insurance solutions. But can the industry really get to grips with such a rapidly evolving risk? Christopher Cundy reports

  • CRO Q&A: MetLife's Lukas Ziewer

    21 June 2016

    In his home city of Dublin, Lukas Ziewer - MetLife's chief risk officer for Europe, the Middle East and Africa - discusses Solvency II, risk culture and governance with Asa Gibson

  • 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

  • Risk qualifications stir up debate on CRO's role

    23 February 2016

    Attempts to professionalise risk management through certification schemes have reopened discussions about the evolving role of the chief risk officer. Asa Gibson reports

  • 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

  • Climate change and geo-economics: the global risks demanding ERM focus

    26 January 2016

    The latest World Economic Forum risks report provides useful indicators for CROs about the changing risk landscape. Asa Gibson reports

  • Catastrophe models and Solvency II - lessons learnt and challenges for the future

    14 January 2016

    Marta Abramska recounts how the EU regulation changed the cat modelling community and warns insurers to watch out for an explosion in bureaucracy

  • Living up to the promise of internal models

    08 December 2015

    Supervisory approval is not the end of the Solvency II internal model process. From 1 January, models are for insurers to leverage and for insurers to lose. Hugo Coelho and Christopher Cundy report

  • Are the numbers up for operational risk modelling?

    24 November 2015

    The internal model application process and developments in the banking world have posed more questions about the merits of modelling operational risk under Solvency II. Asa Gibson reports