Analysis

• Portuguese insurers under pressure to sell bank debt

  09 December 2014

  The Portuguese insurance supervisor has found that one in five insurers fall short of capital under Solvency II, even after taking into account the benefit of the volatility adjustment. What's more, concentrated exposures to the financial sector are sending capital requirements through the roof, as Hugo Coelho explores

• Weighing up the capital charges for assets under Solvency II

  04 December 2014

  Gareth Mee runs through the capital charges that will apply to assets commonly held by insurers and explains where internal models could bring a better or worse treatment than the standard formula

• Preparing for major crop losses in China

  02 December 2014

  When we think of catastrophic crop-related losses, China isn't necessarily the first country to spring to mind, but the potential for a multi-billion industry insured loss event is one that needs to be taken seriously, according to Heidi Wang and Jacqueline Chen

• France takes another Solvency II test

  27 November 2014

  There has been much talk about the challenges of preparing for Solvency II, but only insurers in France can claim to have had anything like a real test. Romain Paserot at French regulator ACPR shares his view of progress with Christopher Cundy

• Insurers weigh up hedges against regulatory curve

  25 November 2014

  Early in November Eiopa unveiled the paper which determines the length and the method for extrapolation and sets the figures used to calculate the volatility adjustment. Finally insurers can roll out their hedging plans, as Hugo Coelho reports

• The pricing predicament

  20 November 2014

  There is now a widespread desire for actuarial technical pricing amongst insurers, with the move to a more scientific and less purely underwriter-led approach to pricing at both strategic and individual risk levels, as David Edison explains

• CRO profile: Eberhard Müller

  18 November 2014

  Eberhard Müller, chief risk officer of Hannover Re, talks to Marcus Alcock about the increasing importance of qualitative risk management, the long and winding road for internal model approval, and the problem with international capital standards

• The ORSA: Considering risks that fall outside the standard formula

  13 November 2014

  Putting together the ORSA has been one of the most challenging processes for many in the run up to Solvency II. Here Colin Murray urges insurers in the standard formula channel to consider more unusual risks and the ways in which they can capture them

• Longevity risk: The allure of causal models

  06 November 2014

  When measuring longevity risk, insurers typically look into the past for clues. However, the recognition of the shortcomings of this backward-looking approach is prompting the industry to consider more forward-looking models which allow insurers to identify the drivers of mortality, as Hugo Coelho reports

• Novae's Reeken Patel: Solvency II will be worth it

  04 November 2014

  Novae's Reeken Patel, only recently installed at the respected Lloyd's player, talks to Marcus Alcock about Solvency II preparedness, the responsibilities of a CRO, and approaching unmodelled risk