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The PRA's plan for a market-turning event

Supervisors are ready to help insurers understand how the new regulatory environment will respond in the event of an unprecedented major catastrophe, as explains Chris Moulder, director of general insurance at the Bank of England

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Bank of England warns on procyclicality of unit-linked products and risk margin

Unit-linked products have similar liquidity risks to open ended investment funds

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IAIS chair hints at less prescriptive matching adjustment for ICS

Trade-off between requirements and benefit being discussed

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US insurers ignoring climate change risks

Less than 20% of firms earn high scores for climate change risk reporting

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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

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Plan for capital squeeze after severe loss event, PRA tells general insurers

Regulator fears market-turning event could coincide with financial turmoil

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Brexit is an opportunity for regulatory easing - Nelson

Lloyd's chairman says prudential framework is overly burdensome

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Insurers disappointed by UK rate cut and QE extension

Analysts expect further quantitative easing in 2016

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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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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