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Swedish insurers stressed out by Eiopa's tests
Swedish insurers fared badly in the stress tests conducted by Eiopa, proving to be the most vulnerable to a Japanese scenario. Hugo Coelho asks Finansinspektionen's Per Griberg to explain
Working with multiple models
The rise of multiple models with different approaches to quantifying risk under Solvency II means that insurers need to be fully aware of their various strengths and weaknesses, as Andrew Cox and Niall Clifford explain
Mexican insurers in the regulatory limelight
As one of the international forerunners in adopting a risk-sensitive solvency regime, says Hugo Coelho, commentators are asking what effect new regulation will have on smaller players in the Mexican insurance market
The threat from cyber: Are insurers heading for a meltdown?
The recent establishment of a dedicated cyber insurance agency in London by former US homeland security secretary Tom Ridge demonstrates its growing popularity. But as the prevalence of recent high-profile hacking incidents demonstrates, this is not a class without its dangers, as Marcus Alcock investigates
Taking the risk pulse of insurance
The implementation challenges of Pillar 3, the possibilities of a market-led alternative modelling platform and a better understanding of risk culture are just some of the topics that Mitsui Sumitomo Insurance Group's Martin Burke shares with Marcus Alcock
French health mutuals show fraternité in pillar 3 solution
When an entire sector faces the same issues in complying with Solvency II, collaboration seems a sensible response. France's association of health mutuals has done just that by developing pillar 3 software for its members. Christopher Cundy reports
Mitigating the cycle
While there have been significant advances in quantifying the uncertainty pertaining to 'dark matter' risks such as casualty catastrophe or cyber, says Victoria Jenkins, it is worth considering how they may manifest themselves in the future and what can be done about them now
Portuguese insurers under pressure to sell bank debt
The Portuguese insurance supervisor has found that one in five insurers fall short of capital under Solvency II, even after taking into account the benefit of the volatility adjustment. What's more, concentrated exposures to the financial sector are sending capital requirements through the roof, as Hugo Coelho explores
Weighing up the capital charges for assets under Solvency II
Gareth Mee runs through the capital charges that will apply to assets commonly held by insurers and explains where internal models could bring a better or worse treatment than the standard formula
France takes another Solvency II test
There has been much talk about the challenges of preparing for Solvency II, but only insurers in France can claim to have had anything like a real test. Romain Paserot at French regulator ACPR shares his view of progress with Christopher Cundy