Analysis

• Liquidity has become a fluid concept in financial markets

  04 October 2016

  Melanie Mitchell makes the case for decreased liquidity in corporate bond markets, and explains how investors should respond

  

• Extracting more value from the GI reserving process

  29 September 2016

  Insurers relying on stochastic modelling to estimate reserve uncertainty could take a leap forward in managing their reserve risk, as Jeff Courchene explains

  

• Credit downgrades raise strategic questions for insurers

  22 September 2016

  Investors are questioning the impact of credit downgrades on insurers' Solvency II balance sheets. Hugo Coelho investigates how firms are gauging this risk and why they resist putting a figure on it

  

• European supervisors change tack on negative interest rate risk

  20 September 2016

  Insurers are being asked to modify internal models as negative yields become the new normal, but the approach varies by country and company. Hugo Coelho reports

  

• How far can the UK run from Solvency II?

  15 September 2016

  The UK parliamentary investigation into Solvency II is expected to shed light on the trade-off between regulatory flexibility and market access, and expose the different preferences of insurers with different corporate structures. Hugo Coelho reports

  

• Pulling the trigger on Solvency II transitional recalculations

  13 September 2016

  Callum Tanner investigates UK insurers' first experiences with transitional recalculations and finds contrasting approaches to deal with the volatility of Solvency II ratios

  

• A false dawn for restricted tier 1 debt?

  09 September 2016

  The market for restricted tier 1 debt took off last month with an issue by Gjensidige, but may remain subdued for as long as the Solvency II grandfathering provisions last. Hugo Coelho reports

  

• UK firms split on interest rate hedging strategy

  01 September 2016

  L&G has put its economic view on the pedestal, moving away from its rivals and challenging analysts who take Solvency II figures more seriously. Callum Tanner reports

  

• My 'A' is not like yours

  18 August 2016

  Fitch and AM Best are wrangling over the equivalency of their IFS rating scale. Hugo Coelho investigates what sets them apart and the implications for insurers buying reinsurance protection

• Reinsurers renew lobbying efforts to avoid G-Sii designation

  09 August 2016

  A move from quantitative to qualitative indicators of global systemic risk is threatening to make the designation process more opaque for reinsurers. Callum Tanner reports