Insurance
Testing interest rate models for Solvency II applications
Alexey Botvinnik and Vladimir Ostrovski propose a validation method for interest rate models
UK insurance association slams ESRB report
'Very poorly timed' paper misses the point on pro-cyclicality, says ABI’s head of regulation
Banks pitch flexible ‘sunset CSAs’ for pension funds, insurers
New-style contracts allow clients to post government bonds as swap collateral until clearing exemption ends
Interview: Zurich's Cecilia Reyes on going from CIO to CRO
Risk teams urged not to "obsess over downside" at Swiss insurer
Solvency II a poor reflection of 'actual' capital – Moody's
Rating agency joins Fitch and S&P in questioning ‘uneconomic' elements of directive
Hedge, reinsure or restructure: insurers mull risk-margin fixes
Advisers are pitching ideas to help companies deal with rate-sensitive risk margin
Changes to fundamental spread help UK insurers, not others
Recalibration of part of Solvency II makes little difference to euro volatility adjustment
Q&A: Bafin's Hufeld concerned ECB doesn't understand German banks
Sparkassen and co-operative sectors 'look like an outlier that doesn't fit with Europe'
Lawmakers slam 'overzealous' FSOC over non-bank Sifis
Size was the primary factor in designating insurers as non-bank Sifis, FSOC member admits
Insurers must perform balancing act
Winners' Circle: RBS
Applying risk technology and data in a ‘brave new world’
Sponsored feature: FIS
Europe house of the year: Societe Generale
Focus on credit pays dividends for French bank
Insurers testing exotics for Solvency II optimisation
Dealers tackle uncertainty over basis risk
New RBC regime sees China insurers overhaul products and ALM
China's new insurance solvency regime starting to impact the market
Asian insurers recoil from structured products
Institutional and regulatory barriers blamed for poor take-up of derivatives by life companies
Counting processes for retail default modeling
The article discusses the use of counting processes for retail (mortgage) default modeling.
Insurance one of the last ‘great opportunities' for investors
Attractive returns to be found in reinsurance risk via insurance-linked securities
Korea insurers increase risk to counter falling interest rates
Loose monetary policy leaves firms with no option but to buy overseas assets
MetLife CEO lambasts regulators over Sifi designations
Systemically important label is "our biggest concern", says Kandarian
Axa's Asia CRO moves to US health insurer, Cigna; and other recent job moves
US firm recruits externally as it looks to boost savings business
Highlights from Isda's 2015 AGM
Risk.net's coverage of Isda's 30th annual general meeting
UK watchdogs detail proposals on bankers' personal accountability
Fewer non-executives in the firing line
Cyber insurance targets wayward threat – as best it can
Questions over policy design and coverage blight nascent industry
GCSA Capital: the CCP underwriter
A consortium of 25 insurers is offering to cover CCP tail risk