19801

Avoiding the Solvency II hangover

Risk and capital management activity has boomed thanks to Solvency II, but has the spend created business value? Justin Elks suggests ways to recover from the unpleasant after-effects

19681

InsuranceERM/Towers Watson Risk Technology Report

Senior risk and capital executives share their thoughts on risk technology, the pressures the industry faces, downsides of adopting new technology and the future shape of the industry.

19591

Spanish life insurers heavily reliant on matching adjustment

Top regulator warns about challenge of reporting and governance requirements, but admits industry is well-capitalised. Hugo Coelho reports

19531

Technology vendors prepare for a new chapter

Christopher Cundy charts the trends in risk and capital management software as the Solvency II implementation date nears

18411

"The HLA creates more instability than it subtracts" – Axa's Thimann

Christian Thimann, head of public of affairs at France's largest insurance group, is critical of regulators' plans to tackle systemic risk in the insurance sector. He talks to Hugo Coelho

18251

Blip, trend or poor model? Insurers respond to shift in mortality projections

Recent mortality projections for England and Wales have led some observers to question whether this marks the start of a new trend – or the need to build a new model. Asa Gibson reports

18091

EU divided over Solvency II's dynamic volatility adjustment

Whether internal model firms can assume changes in the value of the volatility adjustment under stress depends on where they are based and Eiopa's attempts to issue guidance are fraught by disagreements. Hugo Coelho reports

17951

Quantifying the diversification benefit

The diversification benefit is a crucial factor in internal models, but how do you pin down dependencies in the absence of hard data? Justin Skinner and Russell Ward share their experiences

17861

Monte Carlo Rendez-vous: Choppy waters on the voyage to El Dorado

At this year's gathering of the reinsurance industry in Monte Carlo, much of the conversation was about adapting to the tough market conditions and exploiting elusive growth opportunities. Asa Gibson and Helen Yates report

17831

Opinion: Ultimate forward thinking?

Legislators should resist the pressure to alter the ultimate forward rate (UFR), a key element of the discount rate used for the valuation of all assets and liabilities in Solvency II, argues Igotz Aubin