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

Analysis

View from the Top: The next crisis, counter-cyclical business models and pro-cyclical valuations: What's to be done?

In this instalment, Tom Wilson, chief risk officer for Allianz, reviews the implications of a financial market correction for the industry and makes some recommendations on how risk, capital and value should be managed

BaFin pulls no punches in explaining Orsa shortcomings

Germany's regulator has said insurers must improve virtually all aspects of their Orsa reporting for 2018. David Walker reports

Where next for economic scenario generators?

Insurers have for decades relied on economic scenario generators (ESGs) in their risk modelling, asset management and business steering. Christopher Cundy investigates what the next big developments might be in this important piece of modelling software

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