Data is the key to Solvency II USPs

The use of undertaking specific parameters can significantly reduce Solvency II capital requirements, so long as insurers can produce high quality data, say Dale Lee and Claire Briggs


Catastrophe models - is one ever enough?

Finding the right balance between sharing resources related to natural catastrophes and competing over such information continues to be a sticky issue for the Lloyd's market, according to Michael Tripp


Will EWIs make internal models redundant?

The UK's Prudential Regulation Authority continues to press ahead with the use of early warning indicators. Here Simon Yeung examines their usefulness in the face of criticism that they could in effect make internal models themselves surplus to requirements.


SII will exaggerate insurance market's volatility, warns Axa

Menioux says predictability needed for counter-cyclical premium


Challenges mount for Ireland's internal model approval process

Even the Central Bank of Ireland admits it's going to be tough approving all internal model applications, even with the new Solvency II start date of 2014. It won't be all plain sailing for insurers either, as Hardeep Dhillon reports