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Included are a thematic review of models, more papers from CEIOPS and QIS5
The CRO Forum lays out seven core principles for the models
bfinance survey highlights shortcomings, suggests alternatives
Tail risk is hard to understand and very difficult to mitigate. But the effects can be seen, disastrously, in the banking industry. Jessica Baylis talks to those looking for answers
The firm is using it to branch out into investment consultancy
Value-at-Risk (VaR) is appropriate and effective for its proper purpose "" but it addresses only one of the two key challenges of financial risk management, argues David Rowe
Graham Fulcher reviews the Solvency II test criteria for internal models and offers practical advice on dealing with them in advance of further guidance from CEIOPS in June.
Winding down the legacy portfolios could prove more costly and more complex than predicted
As fourth-quarter results reveal depleted balance sheets for many insurers, exiting unprofitable lines of business could become more popular for managing capital. Helen Yates reports.
The range of options for bolstering capital has decreased as the credit crunch has intensified. Risk retention vehicles may have a role to play, argue Adrian Richardson and John Reed