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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
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
L'exception française?
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
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
Post-Brexit slump makes mockery of Eiopa stress test
The UK's Solvency II discount rates at the end of June put insurers in a worse position than the stress test scenario, so what can insurers and regulators hope to learn? Hugo Coelho reports
Top tips for top-down validation
Boards have struggled to get comfortable with validation of internal models. LCP's Charl Cronje suggests some ideas that may help
Commission stands in the way of UFR reduction
Stakeholders are sidestepping Eiopa and turning to Brussels in a bid to preserve the Solvency II long-term discount rate. Hugo Coelho reports
The realities of Brexit for UK insurers
Market volatility should erode capital ratios, the possible loss of passporting rights may force restructuring and relocation – and regulation could well be tightened. Hugo Coelho reports
CRO Q&A: MetLife's Lukas Ziewer
In his home city of Dublin, Lukas Ziewer - MetLife's chief risk officer for Europe, the Middle East and Africa - discusses Solvency II, risk culture and governance with Asa Gibson