Archive

  • Business interruption market should look to parametric triggers

    16 September 2014

    Wide gaps still exist for European cat risks

  • EU associations set template for Solvency II data exchange

    16 September 2014

    IMA, BVI and Club Ampere prepare table to assist reporting

  • Bracing for the liquidity squeeze

    16 September 2014

    The push by regulators for the central clearing of derivatives is a serious issue for life insurers that rely on swaps for duration matching. As Hugo Coelho explores, they could be vulnerable to cash collateral calls if interest rates spike

  • Gibraltar publishes insurance-linked securities guidelines

    15 September 2014

    The Rock vies with Ireland to establish an EU ILS base

  • Loose contract wording is claims' time bomb

    15 September 2014

    Financial health and reputation of reinsurers at stake, says Hiscox

  • Solvency II pushes run-off market to record high

    15 September 2014

    Insurers sell capital inefficient legacy business, according to PwC survey

  • Guy Carpenter flags up critical emerging risks

    15 September 2014

    Highlights cyber-attacks, terrorism and new compensation structures

  • Meiji Yasuda Life's 945% solvency ratio strongest in Japanese life

    12 September 2014

    Risky-asset exposure could bring capital pressure

  • Aegon confirms south-move plan if Scotland votes 'yes'

    12 September 2014

    Joins Standard Life and others preparing contingency plans to relocate

  • Natural catastrophes unlikely to trigger systemic failures

    11 September 2014

    S&P points to robust capitalisation and risk distribution