Extracting more value from the GI reserving process

Insurers relying on stochastic modelling to estimate reserve uncertainty could take a leap forward in managing their reserve risk, as Jeff Courchene explains


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


Willis Towers Watson snaps up Milliman's Steve Hardwick

Will work to expand EMEA insurance business


Solvency II standard formula benchmarking "quite onerous"

Milliman comments on PRA's internal model drift ratio proposal


Pricing and reserving risks top CBI's agenda

Irish supervisor will also scrutinise group risks of subsidiaries under its remit


London court kills discussion on the "right" level of excess capital

Judge dismisses policyholder fears in Rothesay Life transfer case


Solvency II fuels risk of model convergence

The demands of regulatory approval are creating a lack of diversity in insurance models and driving an increase in systemic risk, according to a joint industry and academic study. Sarfraz Thind reports


Not so much the 'own' risk and solvency assessment

From the size of the stresses to the maximum number of pages of the report, European regulators are becoming prescriptive about how insurers should go about developing ORSAs in preparation for Solvency II. Hugo Coelho reports


More than 170 delegates expected at Insurance Risk & Capital

Third edition of InsuranceERM's conference takes place in three weeks


PRA reaffirms restrictions on the recognition of deferred tax assets

Position unchanged, despite lobbying on the risk margin