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IFRS 17's neglected questions: the risk adjustment and confidence levels
Andries Beukes discusses with Cintia Cheong the findings of an investigation into how insurers are planning to calculate their IFRS 17 risk adjustment and confidence level
COMMENT: Internal model change makes a comeback
Lloyd's has an internal model, so why did it have to introduce a capital add-on? Christopher Cundy finds the answer lies in the complexities of the internal model change process
MSIG Insurance Europe switches Solvency II capital and reporting system
German industrial insurer moves to Addactis solution distributed by Volada
Winners of InsuranceERM Americas Awards 2020 unveiled
The 20 awards recognise the very best in insurance risk management serving the Americas
Aon-WTW merger will dominate non-life actuarial modelling market
ReMetrica and Igloo are the leading platforms among UK general insurers
Eiopa publishes tests for "holistic assessment" of Solvency II review
Alternatives to risk margin calculation to be tested
Eiopa hits back at the French ICS revolution
Some prominent French re/insurers don't want the Insurance Capital Standard in its current form, angering EU and US negotiators alike. Eiopa looks determined to carry on regardless. The IAIS is treading carefully. It is a fraught situation and some practitioners believe the standard could even collapse under its own weight, as Sarfraz Thind reports
Regulator rejects Gjensidige's plan to amend internal model
Proposal to reform market risk calculation
Ultimate Risk Solutions to work with MSG Global
Risk modelling software vendor ties up with global IT service firm
Eiopa's Gabriel Bernardino: climate disclosures will become mandatory
Gabriel Bernardino, chair of the European Insurance and Occupational Pensions Authority (Eiopa) joined InsuranceERM's Insurance Risk and Capital EMEA conference earlier this month. In a Q&A with Christopher Cundy, he answered questions about climate change, the Solvency II review and conduct risk