Insurance Risk - Insurance Risk Sept 2013
Articles in this issue
Low yields force Asian insurers to reassess ALM strategies
With long-term bonds in short supply and falling interest rates putting pressure on earnings, Asian insurers are considering giving up on asset-liability matching in order to chase yield. Blake Evans-Pritchard reports
Death benefits in UK annuities 'should be eligible for revised Solvency II matching adjustment’
Products with five-year guarantee period should be deemed immaterial under Eiopa’s new criteria, say actuaries
Dutch insurers tackle regulator on solvency impact of France downgrade
Drop in ECB AAA curve will also affect German insurers’ guarantees reserves
Solvency II extrapolation proposals feed volality debate
The European Insurance and Occupational Pensions Authority’s report on the long-term guarantees assessment has reignited the debate on the methodology for determining the risk-fee term structure. The authority’s proposals for a long extrapolation period…
Insurer participation in testing European project bond debut ‘exceeds expectations’
Long maturities and improved rating lure firms into Spanish gas scheme bonds
New Danish solvency rules ‘will increase capital requirements’
Sampension CFO says simplifications welcome but standardisation has drawbacks
Cat bond sponsors tempt investors with diversified perils and geographies
Innovative structures seek to break dominance of US wind peril over ILS market
Insurers prepare for interest rate hikes
Rate of relief
Global insurer systemic risk proposals stoke controversy
Saving the system
Q&A: NAIC's CEO and president on group supervision, systemic risk and captives
The standard-setters
The IAIS’s systemic risk proposals are contentious, but a global capital standard will be even more so
The IAIS’s systemic risk proposals are contentious, but a global capital standard will be even more so
Longevity risk under Solvency II
Longevity risk under Solvency II