Derivatives

Analysis

03 July 2024

Underwriting food security in an era of unstable climate and politics

Nations cannot afford their farmers, and crops, to fail. While insurers can help cushion the blow, experts say it is largely the responsibility of governments to broaden uptake of crop cover. David Walker reports
18 October 2022

Gilts crash: a boon out of a crisis for insurers

Another day, another UK financial market crash. But while it has gone wrong for British politics and pension funds, the current crisis may actually benefit insurers in the long run. Ronan McCaughey and Sarfraz Thind report
30 September 2022

The UK gilts crisis: a worry, not a disaster, for insurers

Plunging sterling and soaring gilt yields are buffeting insurers, but longer-term impacts of the government's disastrous "mini budget" are the real concerns, as Sarfraz Thind reports
13 November 2018

Profit emergence under IFRS 17: The Variable Fee Approach

Steven Morrison continues his series on profit emergence under IFRS 17 by considering financial risk and its impact on contracts with participation features – with a focus on the differences between the VFA and general measurement model, and the impact of risk mitigation
30 October 2018

US Sifi designations: not exactly dead

The Federal Reserve's work on large insurer regulation appeared to receive a final nail in the coffin when Prudential's Sifi designation was removed this month. Insurers have rejoiced, but systemic risk regulation has not been buried entirely. Sarfraz Thind reports

News

  • BMA pushes for more disclosures from life re/insurers

    27 December 2024

    Bermuda regulator proposes 31 December 2025 start for enhanced liabilities and assets reporting

  • Royal London completes first external PRT deal

    02 August 2024

    UK insurer reports £30m bulk annuity with undisclosed counterparty

  • Eiopa consults on standard formula charge for direct CCP exposures

    31 July 2024

    European authority suggests lowering capital requirements for central counterparty risk

  • European Commission requests Eiopa's input on proportionality, CCPs and crypto assets in Solvency II

    13 May 2024

    Move follows agreement on reforms to directive

  • LDTI helping clarify VA hedging strategies despite comparison difficulties

    25 July 2023

    Rating agency Moody's analyses Q1 reports from four large variable annuity firms

  • AIA flags "significantly higher" net earnings under IFRS 9 and 17

    14 March 2023

    How hedging derivatives are treated largely the reason for CFO's prediction

  • EU insurers dash for cash as liquidity risks rise

    26 October 2022

    Eiopa seeks to calm nerves following UK gilts crisis

  • Allianz GI barred from US after "massive fraudulent" Structured Alpha scheme

    17 May 2022

    Asset manager transfers $120bn assets to Voya IM, pays $6bn in fraud case

  • Low rates lead German insurers to use more derivatives

    03 May 2022

    Regulator reviews latest trends

  • Aegon carries on hedging to tame earnings volatility

    09 February 2022

    Analysts query plans to offload US variable annuity book

  • UK sets date to switch Solvency II curve to Sonia

    08 January 2021

    Move from Libor-based risk-free rate curve expected to have a marginal impact on solvency ratios

  • Supervisors should step up Libor transition work, IAIS warns

    09 July 2020

    A number of financial institutions are yet to start transition, research finds

  • UK life insurer faced £500m collateral call in midst of Covid-19 crisis

    27 April 2020

    Situation is now "largely reversed"

  • AMP fined for derivatives reporting failures

    17 March 2020

    Australian insurer also replaces chief risk officer

  • Japan regulator reveals insurers' JPY 32trn Libor challenge

    16 March 2020

    All but JPY 6 trn of underwriters' asset and investment exposure runs through 2021

Most Read
  1. InsuranceERM's 2024 review: Solvency II vs Solvency UK
  2. Alex Hindson: Watch closely how geopolitics impacts sustainability
  3. Thabile Nyaba: Integration of risk management and sustainability stood out in 2024
  4. Eiopa's call for cross-border overhaul, and the path to a single EU supervisor
  5. FSA warns Japan's insurers to uphold governance amid global expansion
  6. InsuranceERM's 2024 review: Natural catastrophes and politics collide
  7. Socrates Coudounaris: DORA and AI regulation will be a focus for 2025
  8. Reinsurance solutions for IFRS 17: overcoming challenges in earnings emergence
  9. BMA pushes for more disclosures from life re/insurers
  10. Floods dominate non-US insurance cat losses