Insurance
SEC's Piwowar: FSB "knows nothing" about insurance, asset mgt
Isda AGM: SEC commissioner rejects idea of expanded role for FSB
UK life firms rethink forex hedging after PRA note
Matching adjustment applicants using forex forwards have little time to adjust
Aligning risk management framework with risk appetite
Ariane Chapelle sets out metrics and tools to keep firms within their risk appetite
BoE challenged US Treasury on G-Sii status of Berkshire Hathaway
Disagreement among FSB members pointed to by BoE letter
Markets specialists make push into VA modelling
Actuarial system vendors face growing competition
Fed takes hands-on approach to thrift-owning insurers
Savings and loan holding companies get used to closer scrutiny
Firms’ twin fears of complexity and gold-plating
Industry concerned about over-engineering of regulation
Longevity risk hedging with a population-based index solution
Cedric Fetiveau and Chenye Jia propose a method to measure longevity risk
EU infrastructure funding risks ‘crowding out' insurers
Strategic fund could force down yields, says Insurance Europe
How to assess standard formula appropriateness
The areas where firms must work hardest to show suitability
Rekindled affection: transitional measures spur equity rethink
Some firms increasing holdings to benefit from grandfathering
Standard formula: how different is too different?
Insurers must demonstrate standard formula is appropriate. But what this means is sometimes unclear
Matching adjustment: PRA note clarifies and criticises equally
UK regulator sets out cashflow needs, but restates old concerns
‘Unpleasant surprise’ casts shadow over SII adjustments
Eiopa calculations show unexpected increase in fundamental spread
Insurers come of age in sharing operational risk data
ORIC says it received a record number of loss event reports in H1 2014
Europe's life firms eye carry trade to ease pain of low rates
Insurers repurpose strategy used successfully by Japanese peers
Q&A: Aviva on op risk management, modelling, and conduct
Insurer’s head of op risk and Oric chairman promotes holistic approach
Capital charges no obstacle to infra investment – Montalvo
Regulator: poor risk-return the real barrier to insurers becoming more active
Eurozone insurers eye CLNs as ECB easing hits bond yields
Dealers tout hybrid credit and equity-linked notes with Eurostoxx 50 exposure
PRA letter on equity release leaves insurers puzzled
Internal structures allowed, but firms pushed towards internal models
Life in the Solvency II spotlight
Analysts will want to look beyond transitional measures
US insurers under pressure to ramp up modelling frameworks
US insurers reviewing models as regulations begin to bite
The tensions behind Hong Kong's RBC compromise
Large and small firms take different views of best way forward
DNB takes firm line on matching adjustment repacks
Structuring of assets must remove residual prepayment risk