Archive

AIG cracks the whip on capital management

Valedictory quarter for CEO Benmosche

Life fund consolidators agree £1.7bn deal

Guardian acquires annuities liabilities from Phoenix

Captive rule-tightening could backfire, warns Fitch

Harsh requirements could lead US corporate captives to be moved offshore

EU and US to negotiate deal on reinsurance collateral

Agreement to reduce collateral requirements expected by end 2014

Berkshire Hathaway's insurance business pales after bumper 2013

Earnings from underwriting fall 40% in first half

Axa shrugs off low rate gloom

Insurer's economic solvency ratio would remain above 200% if rates dropped 100bps

Insurers pressed to flag deviations from standard formula

Eiopa unveils assumptions underlying the default method for calculating Solvency II capital

IERM Comment: The space hurricane season is upon us

Zurich targets small pension funds with simplified longevity hedge

Hedging contract obviates need to exchange collateral

Could the ILS market see a dead cat bounce?

The pricing of catastrophe bonds is picking up after a sustained and dramatic slump. But could it just be a summer lull before the action resumes in the autumn? Christopher Cundy asks market observers what they make of the recent trend