561

Global pension funds rebound in 2009

But poor systemic design in the industry persists, says Towers Watson

557

Portfolio replication is not only about capital

It's not just group risk that can benefit from the use of replicating portfolios. Other areas of an insurance company such as liability product design, market risk monitoring and performance measurement in investment management will also find the approach valuable, as Rudi Damhuis, Nidal Shamroukh and Andrew Waters of Algorithmics explain.

555

Solvency II capital requirements increase by 62%

Internal models look more attractive after EMB estimates CEIOPS' impact on standard formula capital level

550

Using nested simulation for economic capital

The number of risk drivers and potential complexity of their joint distribution makes it natural to adopt a simulation approach to estimate the tail percentile of a balance sheet, explains Steven Morrison

549

Solvency II role created at SCOR

Series of senior appointments announced

547

Hannover Re boosts K6 issue

Investor demand improves from last year