Solvency capital requirement (SCR)
Multiyear analysis
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Standard formula insurers face higher operational risk capital charge
Change to definition of unit-linked expenses would increase firms' SCR
Unanswered questions remain on model change policies
Status of reactive parameters left open by Eiopa
Tail-risk hedging – Improving the return on capital
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Conduct risk and PBR questions for Allstate CRO
CRO challenges at Allstate
Own funds rule will reduce reported solvency ratios, say insurers
Industry says European Commission proposal will have negative side effects
Cap 'too high' on Solvency II credit risk adjustment
Proposed changes will fail to prevent balance sheet volatility, say experts
EC to restrict deferred tax assets in Solvency II
Rules expected to be tightened on determination of future profits
Asset reallocation predicted as Dutch life companies move to Solvency 1.5
Firms expected to reduce exposure to equities and buy protection in response to transitional solvency regime.
Insurance Risk North America: Bank-centric capital backstop 'would threaten consumers'
MetLife CRO outlines company's proposal for backstop capital standard
More UK insurers to publish economic capital data next year
Firms look to make model outputs publicly available to test investor response to future Solvency II requirements
Global capital standard raises calibration and consistency questions
International efforts to develop a global capital standard are gathering pace, but the plans are controversial, raising fears that the competitiveness of international insurance groups could be damaged. There are also questions over how any global…
New Danish solvency rules ‘will increase capital requirements’
Sampension CFO says simplifications welcome but standardisation has drawbacks
Denmark to introduce Solvency II shocks to insurer capital requirements
Firms warn regulator against setting an unduly ambitious timeframe for implementing new standard methodology
Early-warning indicators needed to address failings in Solvency II - PRA chief
Effective and prudent solution needed on Solvency II matching adjustment, says Bailey
New Dutch capital requirement 'conceptually flawed' warn insurers
Life insurers’ capital position to be gauged against capital standard calculated using Solvency II shocks
PRA reserves right to review internal models after Icas+ approval
Entry requirments for transitional regime will be high, says PRA official
Fears volatile model warning indicators could lead to unjustified action
UK regulator urged to reconsider proposed early-warning indicators to reflect better changes in economic conditions and not penalise insurers’ de-risking strategies
Eiopa developing early-warning indicators to monitor internal models
Indicators needed to identify situations where a firm's model no longer meets Solvency II calibrations, saya Eiopa
New own funds specifications add capital restrictions
New technical specifications on Solvency II’s capital requirements make some significant changes to the way insurers calculate their own funds, but they also leave some unanswered questions. Louie Woodall reports
Insurers explore 'risk geographies' for capital modelling
Risk geographies
Keeping above the capital floor
Keeping above the capital floor
Standard formula ‘an inadequate risk measure’ for high-risk bonds
Eiopa urged to adjust bond SCR as study by Edhec Business School suggests Solvency II could discourage insurers from long-term bond investment