Models Capital, Risk
News
Poste Vita outlines internal model plans
CFO says solvency ratio has been too volatile
Zurich chooses worst moment to switch capital target to SST
CFO apologises to analysts for mis-stated Q3 2020 figure
Capital modelling best practice for insurers
Peter Antal shared insights during InsuranceERM's Insurance Risk & Capital EMEA virtual conference
The future of UK supervision: more stress testing, more dialogue, less capital modelling
Charlotte Gerken says Bank of England will rely less on internal models to establish regulatory capital
Canada reviews capital rules for segregated fund risk
Draft approach to be presented to insurers in December
Ten steps on how to win an InsuranceERM Award
Deadline for entries is Friday 11 December
Eiopa investigates diversification in internal models
UK insurers not expected to participate
COMMENT: Internal model change makes a comeback
Lloyd's has an internal model, so why did it have to introduce a capital add-on? Christopher Cundy finds the answer lies in the complexities of the internal model change process
MSIG Insurance Europe switches Solvency II capital and reporting system
German industrial insurer moves to Addactis solution distributed by Volada
Winners of InsuranceERM Americas Awards 2020 unveiled
The 20 awards recognise the very best in insurance risk management serving the Americas
Analysis
Gabriel Bernardino on four important Solvency II reforms
The chair of the European Insurance and Occupational Pensions Authority talks to Christopher Cundy about the main proposals to amend Solvency II and what they hope to achieve
ICS capital calculations: onerous, uncertain, but growing in relevance
The global Insurance Capital Standard (ICS) requires yet more modelling work for insurers and some of its rules for calculating capital are vague. It's currently a low priority for insurers and investors, but UK firms in particular should watch closely. Christopher Cundy reports
Western & Southern's Todd Henderson: a year for living safely
Western & Southern's CRO says he is happy to be boring. Yet the work he has done in 2020 has been anything but. He talks to Sarfraz Thind about negotiating the Covid-19 pandemic and discusses the risks for both underwriting and assets
Cracks in the normal distribution challenge CROs
Covid-19 is changing the way chief risk officers think and work. Eric Clapprood and David Sherwood talk to Sarfraz Thind about why CROs may need to focus on less extreme risks, and how they can adapt to the new normal
IFRS 17's neglected questions: the risk adjustment and confidence levels
Andries Beukes discusses with Cintia Cheong the findings of an investigation into how insurers are planning to calculate their IFRS 17 risk adjustment and confidence level
Eiopa hits back at the French ICS revolution
Some prominent French re/insurers don't want the Insurance Capital Standard in its current form, angering EU and US negotiators alike. Eiopa looks determined to carry on regardless. The IAIS is treading carefully. It is a fraught situation and some practitioners believe the standard could even collapse under its own weight, as Sarfraz Thind reports