• Capital modelling: building a better correlations matrix

    09 August 2018

    Correlation matrices have a major influence on how internal models allocate capital, but conventional processes sometimes struggle to make sense from a business perspective. Colin Kerley suggests an alternative approach

  • How to implement an effective and compliant model validation process

    12 June 2018

    Ashish Kwatra and Jennifer (Kang) Khaleghy continue to share their experiences around successful internal model approval programmes with a focus on independent model validation – an area closely scrutinised by the regulator

  • Cyber risk still a struggle for insurers

    30 May 2018

    Progress in managing cyber risk exposures is continuing, but are insurers doing enough to convince regulators that they understand what they're doing? Paul Walsh reports

  • The thinking behind Milliman's Mind

    15 May 2018

    Milliman launched its Mind solution for actuarial modelling at the start of this year. Christopher Cundy talks to the lead developer and one of the first users of the innovative solution that bridges the gap to the actuary's favourite tool, Excel

  • Model risk management - why should we care?

    17 April 2018

    There are clear benefits to insurers from taking a holistic approach to managing model risk, says Phil Whittingham

  • Insurers make 'short work' of SFCR internal model disclosures

    27 February 2018

    David Walker compares how firms describe internal models in their solvency and financial condition reports and considers how the practice may evolve

  • The difficulties of modelling climate change risks

    11 January 2018

    Incorporating climate change into underwriting and investment decisions is a tricky task that requires more research, finds Nick Roumpis

  • Finalists announced for InsuranceERM Awards

    21 December 2017

    See which companies, teams and individuals have made the shortlist for this year's awards for risk and capital management

  • IFRS 17 throws down technology challenge to insurers

    14 December 2017

    There is no single technology vendor offering a solution to the recently announced accounting standard, IFRS 17, and several parts will have to be custom built, according to PwC's Richard Hart. He caught up with Christopher Cundy to talk about about the opportunities these challenges present and the strategies the industry is taking

  • NN's Jan-Hendrik Erasmus: "the key issue is how to embrace technology"

    26 October 2017

    NN Group's chief risk officer discusses with David Walker how the Dutch insurer is positioned for M&A, why Solvency II does not need to change, longevity risk hedging and today's technology and cyber challenges