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Chartered Insurance Institute
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CII Library | Article | Published 10-2014
The volatility adjustment was a hard-won concession in negotiations over Solvency II with the aim of smoothing the impact of market swings on the balance sheet. But firms are struggling to work out how it will work in practice. Hedging the discount rate for liabilities under the directive is hard...
CII Library | Article | Published 09-2014
Under Solvency II, insurers need to demonstrate their internal models can not only calculate their capital requirements, but that they are functional for their day-to-day business practices too - a complex requirement that has been overlooked by many firms. Published by: Insurance risk: vol....
CII Library | Article | Published 07-2014
The recognition of diversification benefits in Solvency II is prompting a transformation in the way insurers manage risk. Firms are reconsidering their product mix and looking at innovative risk-sharing arrangement to maximise capital efficiency. Published in: Insurance risk: vol. 10 no.5 (J...
CII Library | Article | Published 07-2014
Thanks to onerus Solvency II reporting requirements, insurers are being forced to analyse their data needs and recognise the mess. Louie Woodall reports on the approaches firms are taking to meet the challenge. Published in: Insurance risk, vol. 10 no. 6 (July 2014), pp 24-27
Lectures | 14 Feb 2013
In this insightful Nicholas Barbon faculty lecture the regulator Dr Andrew Bailey, MD, Prudential Business Unit, Financial Services Authority, provides an insight into how it plans to approach regulation of the insurance sector in the future, including reflections on lessons learnt and a de...
CII Library | Article | Published 05-2014
Repackaging assets that fail to meet the criteris for Solvency II's matching adjustment could be one way for insurers to secure capital relief and hold on to attractive yields. Rob Mannix reports on the structures being considered and the alternative options available.Published in: Insurance risk...
CII Library | Article | Published 04-2014
Sovereign bonds are free capital charges under the Solvency II standard formula. Yet supervisors are encouraging firms to take sovereign credit risk into account in their internal models and Orsas. Hugo Coelho finds out why. Published in: Insurance risk: vol. 10 n. 4 (May 2014), pp 18-21
CII Library | Article | Published 03-2014
Existing credot portfolio risk models tend to not account well for the variability of reinsurance recoverables and result in inadequate capital requirements. Here, Michael Brunner and Verena Goldammer present a methodology drafted along the requirements in the Solvency II regulation that addresse...
CII Library | Article | Published 03-2014
Solvency II is on its way to rolling start after national supervirsors pledged to adopt Eiopa's interim guidelines as their own. Reporting requirements are the main concern for insurers, which are hastly rebooting their compliance programmes. But large pan-European groups are also alert to the im...

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