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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
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
IAIS chair hints at less prescriptive matching adjustment for ICS
Trade-off between requirements and benefit being discussed
US insurers ignoring climate change risks
Less than 20% of firms earn high scores for climate change risk reporting
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
Plan for capital squeeze after severe loss event, PRA tells general insurers
Regulator fears market-turning event could coincide with financial turmoil
Brexit is an opportunity for regulatory easing - Nelson
Lloyd's chairman says prudential framework is overly burdensome
Insurers disappointed by UK rate cut and QE extension
Analysts expect further quantitative easing in 2016
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