Internal models
Insurers explore 'risk geographies' for capital modelling
Risk geographies
UK insurers behind schedule on Solvency II data requirements
UK Financial Services Authority highlights problems with data control, ownership and validation
Internal models can cut capital requirements for longevity and mortality risk – RMS
Standard formula for mortality and longevity risk a 'crude' measure, says Risk Management Solutions
Regulation, quantification and cyber risk at Zurich
Why we quantify
Eiopa warns on use of external data in internal capital models
Insurers must supply information on third-party models in support of their internal model application
Slow progress on Solvency II internal model validation threatens approval, FSA warns
Slow progress on Solvency II internal model validation threatens approval, FSA warns
Beyond Basel 2.5: regulators prepare trading book review
Beyond Basel 2.5
How insurers are dealing with internal model validation
The appropriate model
FSA provides relief to insurers on dual-capital model concerns
Unpublished Level 2 text will be basis of model approvals, says FSA's Adams
Swiss regulator to limit insurer internal model use
Finma to increase focus on standard model for Swiss Solvency Test after underestimating resources needed to approve internal models
Interview: AXA’s op risk head on the group’s risk reforms
More than capital
Eiopa seeks funding for internal model experts to assist national supervisors
Eiopa aims to help regulators struggling to understand internal models
Solvency II modelling could cause systemic risk, industry warns
Industry experts warn uniform modelling under Solvency II could lead to risk contagion
Solvency II
A collection of articles on Solvency II from Life & Pension Risk
Insurers lack confidence in Solvency II data
Only 21% are highly confident about model data quality
Proxy modelling develops under Solvency II
The alternative route
Internal model approval – supervisors' different approaches
The perfect model (part II)
Internal model approval – the regulator’s view
The perfect model
Internal model compulsory for variable annuity providers in Ireland, says BOI’s Elderfield
Internal model compulsory for variable annuity providers in Ireland, says BOI’s Elderfield
Comparability of EBA stress tests questioned
The ability of banks to use their own internal models for determining stressed PDs and LGDs mean the results will not be comparable, bankers claim
LPR Nordics: Danish FSA warns industry against Solvency II "compliance exercise"
Top Danish insurance and pensions regulator uses Life & Pension Risk Nordic conference to caution firms not to treat new regulation as a box-ticking exercise - or to rely on delays