30082

Solvency II implementation reveals national diversities

InsuranceERM's survey of supervisors reveals how the use of internal models, transitionals and discount curve adjustments differs across the EU

29682

Liquidity has become a fluid concept in financial markets

Melanie Mitchell makes the case for decreased liquidity in corporate bond markets, and explains how investors should respond

29451

Credit downgrades raise strategic questions for insurers

Investors are questioning the impact of credit downgrades on insurers' Solvency II balance sheets. Hugo Coelho investigates how firms are gauging this risk and why they resist putting a figure on it

29311

European supervisors change tack on negative interest rate risk

Insurers are being asked to modify internal models as negative yields become the new normal, but the approach varies by country and company. Hugo Coelho reports

29251

Pulling the trigger on Solvency II transitional recalculations

Callum Tanner investigates UK insurers' first experiences with transitional recalculations and finds contrasting approaches to deal with the volatility of Solvency II ratios

29111

A false dawn for restricted tier 1 debt?

The market for restricted tier 1 debt took off last month with an issue by Gjensidige, but may remain subdued for as long as the Solvency II grandfathering provisions last. Hugo Coelho reports

28871

UK firms split on interest rate hedging strategy

L&G has put its economic view on the pedestal, moving away from its rivals and challenging analysts who take Solvency II figures more seriously. Callum Tanner reports

28451

My 'A' is not like yours

Fitch and AM Best are wrangling over the equivalency of their IFS rating scale. Hugo Coelho investigates what sets them apart and the implications for insurers buying reinsurance protection

28131

L'exception fran├žaise?

The French government is proposing to exempt supplementary pension products from Solvency II capital requirements, a seismic change that will give the sector much needed relief. Hugo Coelho reports

28041

The stress of going sub-zero

UK insurers modelling the risk that interest rates move into negative territory are finding that the capital implications of doing so are less than straightforward. Hugo Coelho reports

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