Models Capital, Risk

News

Three ways capital modelling is evolving

Conning’s Daniel Finn discusses the prospects for insurers’ capital and economic modelling practices

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AM Best compares its BCAR with Solvency II

Capital adequacy measures positively correlated, but not strongly

Coface submits application for Solvency II partial internal model

Switch from standard formula will mitigate planned changes to calibrations

Aon launches IFRS 17 solution for ReMetrica

New components to help with reporting under incoming accounting standard

Convex hires head of ceded reinsurance and capital modelling

XL's Anne Middleton took up her position with Stephen Catlin’s Convex Group this month

Climate change can't be captured in Solvency II capital, says Eiopa

EU authority publishes draft opinion on integrating sustainability into Solvency II

UK regulator proposes simplifications to Solvency II TMTP calculation

Simplified methods could be introduced by year-end

Bermuda regulator finds disconnect between boards and solvency models

BMA spells out shortfalls and sufficiencies in solvency self-assessments

Analysis

The CRO and pianist who hits all the right notes

Justin Skinner is chief risk officer at Vitality, the pioneering life and health insurer. He talks to Ronan McCaughey about his career, the risk management challenges associated with technology – and Queen's greatest hits

Learning the lessons from internal model change

Defining and implementing changes to internal models has challenged insurers, but a new industry report sheds some light on the best approaches to managing the process. Christopher Cundy reports

Commission reveals scope of Solvency II reforms in 2020 advice request

In its request for technical advice from Eiopa, the European Commission has given its strongest indication yet about where it might take Solvency II. Christopher Cundy shares his thoughts

MPs grill Rule and Woods on equity release, ethics and Brexit

The UK parliament's house Treasury Committee yesterday questioned Bank of England chiefs Sam Woods and David Rule on a host of issues, including diversity, management ethics, Brexit - and insurers' treatment of equity-release mortgages. Ronan McCaughey and Christopher Cundy report

Capital models: run, review, repeat

Recent surveys by consultancies Willis Towers Watson and PwC have revealed how UK life insurers have revised their approach to capital modelling. Christopher Cundy reports on some of the highlights

Eric Cioppa, the regulator's regulator

Maine's superintendent of insurance has taken on the mantle of NAIC president for 2019. He talks to Sarfraz Thind about regulatory priorities and how he will marshal the 50 states to reach a common view