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The unresolved issues of Solvency II
21 February 2013The delay of full implementation to beyond 2014 will allow extra time for important details in all three pillars of Solvency II to be resolved – and may bring old niggles to the surface again. Lorna Davies looks into some of the outstanding issues, for policy-makers and insurers, that will be kicked over in the coming months
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European insurers investing less in government bonds
21 February 2013Swiss Re, Ageas, Axa and Zurich reports confirm trend towards corporate bonds and loans
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Lloyd's softens Solvency II timetable
21 February 2013London market sets out plans for 2013
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KPMG "disappointed" by Omnibus II delay
21 February 2013Clear timetable should have been provided
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Van Hulle to pen Solvency II book
21 February 2013Retirement date extended to 1 March
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L&G agrees largest ever UK longevity deal
21 February 2013Swap insures against BAE Systems' pensioners living longer than expected
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Guy Carpenter releases MetaRisk 7.1
20 February 2013Platform update includes access to cat models
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Solvency II has cost RSA £62m in two years
20 February 2013Insurer has also cut its dividend
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Omnibus II delayed to October
20 February 2013After long-term guarantee impact assessment and report
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Using least-squares Monte Carlo in a multi-year context
19 February 2013A year ago on this site, Michael Leitschkis and Mario Hoerig explained the advantages of least-squares Monte Carlo (LSMC) over other proxy modelling techniques for estimating capital. Here, with Florian Ketterer and Christian Bettels, they describe how to extend a one-year application of LSMC to scenarios of several years