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Capital Capital Management, Models, Reinsurance, Capital Markets, Derivatives

Analysis

Reinsuring Africa in a soft market: One Re CRO

The young reinsurer One Re is somewhat of a specialist, focusing as it does on non-life risks facing clients in Africa. But its chief risk officer Ross McGee tells David Walker that the challenges remain the same, including reporting challenges under Solvency II, soft markets, and risk models.

The biggest barrier to actuarial system improvement is... actuaries?

As insurers prepare for another round of system adaptation and process review with the introduction of IFRS 17, Andries Beukes shares his experience in modernising actuarial systems and discusses what role actuaries have in the success – and failure – of transformation projects

MA optimisation: the experience at LV=

The matching adjustment (MA) is a vital element of the Solvency II package to annuity underwriters, but making the most of it is challenging. In this article, James Sharpe, developer of optimisation tool OptiMA, and Ed Rayson of insurer LV=, describe how MA benefits have been improved in practice

A death knell for the Sifi designation?

The US inquiry into the designation of non-bank systemically important financial institutions looks likely to see insurers AIG and Prudential Financial shed the label, while ensuring the court appeal against MetLife becomes obsolete. What will replace Obama's post-crisis regulation and will it affect the international process? Callum Tanner reports

European insurers prepare for UFR change pain

Cutting the ultimate forward rate to about 3.65% over the next five years will drag down European insurers' solvency ratios as the pain of low rates feeds into long-term discounting. The big question now is whether MEPs, the Commission and German industry will work together to block Eiopa's methodology. Callum Tanner reports

View from the Top: The CRO and risk team of the future

The skills of an effective risk function have evolved over the past decades due to regulatory change and financial innovation. Looking forward, the role of risk once again sits on the brink of uncertain development driven not only by regulatory change but also the threat of digital disruption, as Tom Wilson explains

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