9741

Insurers weigh up hedges against regulatory curve

Early in November Eiopa unveiled the paper which determines the length and the method for extrapolation and sets the figures used to calculate the volatility adjustment. Finally insurers can roll out their hedging plans, as Hugo Coelho reports

9351

UK volatility adjustment almost halved

Change in composition of representative portfolio could hurt industry

7961

Equity release mortgages out of matching adjustment portfolios

PRA outlines own interpretation of rules on asset-eligibility

7151

European Commission removes barriers to invest in securitisations

Final version of delegated acts sees further reduction in capital charges

6321

Bracing for the liquidity squeeze

The push by regulators for the central clearing of derivatives is a serious issue for life insurers that rely on swaps for duration matching. As Hugo Coelho explores, they could be vulnerable to cash collateral calls if interest rates spike

5001

PRA to get veto over volatility adjustment

Treasury concerned about insurers' liquidity

4767

UK insurers rush 'own interpretation' of Solvency II rules

The Association of British Insurers has compiled a confidential paper setting out the industry's reading of the Solvency II rules in a number of contentious areas, prompting an update from the regulator saying where they have got it wrong. Hugo Coelho reports

4673

PRA ignores insurers on matching adjustment rules

The UK's regulator has failed to clarify the rules for applying the matching adjustment, but has set out conditions for repackaging assets and is inviting firms to engage in a trial application. Hugo Coelho reports

4612

Insurance asset managers grapple with Solvency II challenges

Solvency II will impact how insurers manage their assets, but the effects will depend on their size and the business mix. Christopher Cundy and Hardeep Dhillon report from InsuranceERM's Insurance Asset Risk conference

4375

Second draft of Solvency II delegated acts "shows improvement"

But some amendments go back on previous agreements