Capital modelling: building a better correlations matrix

Correlation matrices have a major influence on how internal models allocate capital, but conventional processes sometimes struggle to make sense from a business perspective. Colin Kerley suggests an alternative approach


Hiscox profits rise as premiums increase all round

Major reallocation of investment portfolio


Get your free listing in InsuranceERM's Technology Guide

The premier database of tools for managing risk and capital


Allianz Suisse chooses Moody's Analytics ESG

Supports modelling for Swiss Solvency Test


How to implement an effective and compliant model validation process

Ashish Kwatra and Jennifer (Kang) Khaleghy continue to share their experiences around successful internal model approval programmes with a focus on independent model validation – an area closely scrutinised by the regulator


Provinzial NordWest picks Moodys Analytics modelling technology'

The three selected tools will be used for actuarial valuations and investment analysis


The thinking behind Milliman's Mind

Milliman launched its Mind solution for actuarial modelling at the start of this year. Christopher Cundy talks to the lead developer and one of the first users of the innovative solution that bridges the gap to the actuary's favourite tool, Excel


Helvetia reveals solvency ratio above 200%

Regulatory coverage rises on hybrid bond issue and market moves


Zurich's reinsurer to pursue internal model

Fall in group SST ratio from 2017 came in at higher end of earlier guidance


IMIF publishes guidance on op risk modelling and insurance purchases

Survey highlights variation in practice across the industry