Derivatives

Analysis

03 July 2024

Underwriting food security in an era of unstable climate and politics

Nations cannot afford their farmers, and crops, to fail. While insurers can help cushion the blow, experts say it is largely the responsibility of governments to broaden uptake of crop cover. David Walker reports
18 October 2022

Gilts crash: a boon out of a crisis for insurers

Another day, another UK financial market crash. But while it has gone wrong for British politics and pension funds, the current crisis may actually benefit insurers in the long run. Ronan McCaughey and Sarfraz Thind report
30 September 2022

The UK gilts crisis: a worry, not a disaster, for insurers

Plunging sterling and soaring gilt yields are buffeting insurers, but longer-term impacts of the government's disastrous "mini budget" are the real concerns, as Sarfraz Thind reports
13 November 2018

Profit emergence under IFRS 17: The Variable Fee Approach

Steven Morrison continues his series on profit emergence under IFRS 17 by considering financial risk and its impact on contracts with participation features – with a focus on the differences between the VFA and general measurement model, and the impact of risk mitigation
30 October 2018

US Sifi designations: not exactly dead

The Federal Reserve's work on large insurer regulation appeared to receive a final nail in the coffin when Prudential's Sifi designation was removed this month. Insurers have rejoiced, but systemic risk regulation has not been buried entirely. Sarfraz Thind reports

News

  • Systemic risk exposure rising at European life insurers, say BoE staffers

    26 January 2026

    Bank of England staff paper suggests consideration of a capital charge for systemic risk

  • IAIS adds life reinsurance and derivatives metrics to systemic risk assessment

    01 December 2025

    Industry criticises relevance and additional workload

  • UK delays liquidity reporting rules to September 2026

    30 September 2025

    But exemption on standard formula reporting comes into effect immediately

  • Rating agencies react to Taiwan life sector's vulnerability to FX volatility

    16 May 2025

    Fitch has assigned negative ratings watches to five life firms

  • Bank of England launches liquidity facility for insurers

    29 January 2025

    Facility would only be triggered in periods of gilt market stress

  • BMA pushes for more disclosures from life re/insurers

    27 December 2024

    Bermuda regulator proposes 31 December 2025 start for enhanced liabilities and assets reporting

  • Royal London completes first external PRT deal

    02 August 2024

    UK insurer reports £30m bulk annuity with undisclosed counterparty

  • Eiopa consults on standard formula charge for direct CCP exposures

    31 July 2024

    European authority suggests lowering capital requirements for central counterparty risk

  • European Commission requests Eiopa's input on proportionality, CCPs and crypto assets in Solvency II

    13 May 2024

    Move follows agreement on reforms to directive

  • LDTI helping clarify VA hedging strategies despite comparison difficulties

    25 July 2023

    Rating agency Moody's analyses Q1 reports from four large variable annuity firms

  • AIA flags "significantly higher" net earnings under IFRS 9 and 17

    14 March 2023

    How hedging derivatives are treated largely the reason for CFO's prediction

  • EU insurers dash for cash as liquidity risks rise

    26 October 2022

    Eiopa seeks to calm nerves following UK gilts crisis

  • Allianz GI barred from US after "massive fraudulent" Structured Alpha scheme

    17 May 2022

    Asset manager transfers $120bn assets to Voya IM, pays $6bn in fraud case

  • Low rates lead German insurers to use more derivatives

    03 May 2022

    Regulator reviews latest trends

  • Aegon carries on hedging to tame earnings volatility

    09 February 2022

    Analysts query plans to offload US variable annuity book

Most Read
  1. Allianz lays out AI approach, as it confirms layoffs
  2. Fitch Ratings sees limited PRT impact from PRA's funded re proposals
  3. Athene labels Cayman Islands "a contagion risk" in offshore reinsurance clash
  4. Japan Post Insurance and Scor team up for reinsurance vehicle
  5. Bermuda Monetary Authority names Trudy Trott as deputy director for supervision
  6. The next big flood could sink €108bn of German GDP, warns Allianz
  7. Eiopa opens final IRRD consultations after publishing seven resolution instruments
  8. AI gold rush is building a "new risk regime" for insurers, says Swiss Re
  9. IAIS to focus on macro risks for life insurers, geopolitics and AI in 2026
  10. Athene: Risk management will separate life reinsurance winners