Models Capital, Risk

News

Ten steps on how to win an InsuranceERM Award

Deadline for entries is Friday 10 December

UK regulator approves Phoenix's internal model merger

Integration of Standard Life internal model brings solvency boost

RPC Tyche-Qomplx tie-up survives collapse of Spac deal

Companies seek alternative funding for growth plans

Just cuts exposure to UK property risk

Solvency ratio to benefit from £475m sale of mortgage portfolio

Phoenix expects big benefits from internal model harmonisation

The UK life insurer expects a major Solvency II surplus from the strategy

Collapse of Aon-WTW deal removes threat of modelling dominance

Combination of ReMetrica and Igloo would have taken 70% of UK market

RMS offered for sale in major DMGT reshuffle

DMGT said the announcement follows notable interest in its insurance risk division

FIS survey finds huge demand for solvency and risk modelling upgrades

The software vendor reports 78% of insurers highlighted need to upgrade capabilities

German hybrid life products raise risk modelling concerns

Use of GDV model scrutinised by regulator

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

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

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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

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