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
- What the insurance industry thinks about Trump's return
- Axa Global Healthcare appoints Rob Kurau as CRO
- US insurability crisis casts a dark cloud on Europe
- Natural Catastrophes modelling webinar series
- Bermuda seeks a little help from its friends for asset intensive oversight
- New tech is helping insurers model "unimaginably complex" wildfire risk
- French supervisor to prioritise geopolitical risk and simplification in 2025
- UK's proposed ransomware payment ban may add to insurance costs
- Bulgarian regulator defends its solvency assessment process against Eiopa criticism
- Moody's RMS estimates up to $30bn insured losses from LA wildfires