Derivatives

  • 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

  • UK sets date to switch Solvency II curve to Sonia

    08 January 2021

    Move from Libor-based risk-free rate curve expected to have a marginal impact on solvency ratios

  • Supervisors should step up Libor transition work, IAIS warns

    09 July 2020

    A number of financial institutions are yet to start transition, research finds

  • UK life insurer faced £500m collateral call in midst of Covid-19 crisis

    27 April 2020

    Situation is now "largely reversed"

  • AMP fined for derivatives reporting failures

    17 March 2020

    Australian insurer also replaces chief risk officer

  • Japan regulator reveals insurers' JPY 32trn Libor challenge

    16 March 2020

    All but JPY 6 trn of underwriters' asset and investment exposure runs through 2021

  • Eiopa spells out thoughts on Ibor transition

    10 February 2020

    EU insurance authority suggests transition measures and liquidity minimums