Looking through concentration risk

The chief risk officer is responsible for several key stages of implementation in Solvency II, not least the assessment of concentration risk, writes Gustavo Tella, who explains how to perform a "look-through" process

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Why cat bonds could shine this year

It's often the periods following a catastrophe that offer the greatest opportunities to investors, notes Brett Houghton at Fermat Capital Management, as he describes the drivers of a market which has outperformed so far in 2012


State Street launches Data Cube for Solvency II

Product provides insurers with underlying investment data for solvency calculations


Solvency II will "make insurance riskier"

Will bring market instability, according to LGIM


FTSE350 IAS19 pension deficits increase to £67bn

Widening credit spreads have made IAS19 a weaker funding measure


Eurozone insurers insulated from debt crisis

Report finds firms have reduced their exposure to potential default


Conning and Phoenix reach insurance investment agreement

Conning will manage Phoenix's $8bn insurance assets


Coping with volatile assets and loss-making liabilities

Insurers are facing challenges on both sides of the balance sheet from the market environment and regulatory change. New approaches are needed but there are pitfalls. Helen Yates explains


Lloyd's insurers need to rethink their investment strategies

Despite contributing more than half the bottom-line profits, investments have always been the poor relation within syndicates compared to underwriting. However, with asset yields lower and regulations becoming stricter, that may need to change, says Yasheen Rajan


Solvency II will drive asset reallocation

Insurers will use derivatives to match duration, says Fitch