Risk and capital modellers share lessons from the LDI crisis, the shift to private assets and board interactions
In part two of this InsuranceERM and SS&C Algorithmics roundtable, chief risk officers and risk experts discuss how the liability-driven investment (LDI) crisis and moves to invest in private assets are influencing their approach to risk and capital modelling - and what the board has to say about scenario testing
How Solvency II reforms, and climate and liquidity testing, are changing the approach to risk and capital modelling
In part one of this InsuranceERM and SS&C Algorithmics roundtable, chief risk officers and risk experts discuss how the UK's Solvency II reforms, and the growing requirement to perform scenario testing on liquidity and climate change, are affecting their approach to modelling risk and capital
Most Read
- Eiopa's paper is a significant step forward for mass lapse reinsurance across Europe
- Finalisation of Solvency UK marks "significant milestone" for insurance sector
- Consumer Duty has become a burden for insurers... but in a good way
- Brookfield enters into first funded re transaction in UK
- IAIS consults on AI supervision and risks for insurers
- Eiopa urges Commission to shield small insurers from Solvency II and Dora overlap
- GIRO 2024: Climate litigation forecast to rise under Trump
- Hawaii climate litigation case raises coverage risks for insurers
- Re/insurers reveal financial impacts from hurricanes Milton and Helene - UPDATED
- India plans removing FDI cap for insurance sector