Archive

  • The end of the road for matching adjustment reforms

    18 June 2024

    The long journey to update the UK's version of the Solvency II matching adjustment is finally complete. Nick Ford summarises the implications of the changes and what's in store for life insurers

  • How many insurers have Solvency II internal models?

    20 March 2024

    David Walker and Christopher Cundy set about finding the answer in the EEA and UK markets

  • Backtesting the Solvency II SCR: surprising findings and risk management implications

    22 November 2023

    Ralf Korn and Gerhard Stahl discuss their novel investigation into the quality of Solvency II capital models and reveal a simple but powerful method for challenging model complexity

  • Cyber risk: has the capital been hacked?

    16 February 2023

    Simon Cartagena and Jasvir Grewal explain how insurers should be thinking about setting their cyber risk capital

  • Stress testing reinsurer resilience to reserve shocks

    06 September 2022

    Stuart Shipperlee discusses Litmus Analysis' examination of 35 leading reinsurance carriers to understand their overall resilience to reserve shocks, and notes very significant individual variances

  • ALM and capital management under Hong Kong's RBC

    07 July 2022

    Richard Chan, Hong Kong chief investment officer and Asia head of ALM at Axa, discusses Hong Kong's forthcoming risk-based capital regime and how insurers will respond

  • Insurers happy with UK's Solvency II plans, but capital savings remain uncertain

    28 April 2022

    The government has grabbed positive headlines with its proposals to reform Solvency II, but the industry is cautious about the how they will pan out. Cintia Cheong reports

  • InsuranceERM's Risk team of the year: Phoenix Group

    03 March 2022

    Chief risk officer Jonathan Pears explains to Ronan McCaughey how his team has managed the integration - and improvement - of the risk functions and internal models

  • S&P's capital model review: this could hurt

    23 February 2022

    The rating agency's review of its capital methodology could leave insurers facing the prospect of rating changes and possible capital raising pressure, as Sarfraz Thind reports

  • Gabriel Bernardino on four important Solvency II reforms

    22 December 2020

    The chair of the European Insurance and Occupational Pensions Authority talks to Christopher Cundy about the main proposals to amend Solvency II and what they hope to achieve