Tag Archives: Solvency II

Political Pressure Builds Around Solvency II

The Solvency II debate has now even made it into Prime Minister’s questions in the UK House of Commons. Prime Minister David Cameron said last week that the new European regulatory regime is a “good example of ill thought-out EU legislation”. He … Continue reading →

Prudential to Quit London Because of Solvency II?

Why Prudential is reviewing its domicile in response to Solvency II regulations. Continue reading →

Emerging Analytics Risk of 2012

It is hard to take your eyes off the still-unfolding European financial crisis, but we need to keep looking for other sources of risk. Although again delayed in 2011 and perhaps still subject to further transition and political posturing, Solvency II is … Continue reading →

Cat Amongst The Pigeons? New Guidelines for Catastrophe Modelling

Solvency II is not short of documentation, with the output of Brussels and Frankfurt being better measured in inches rather than pages. But it is often light on practical guidance. One area where guidance is certainly required relates to the … Continue reading →

Solvency II Reporting Requirements: Will Quants Welcome Querts?

While two key Solvency II consultation papers published in November finally clarify reporting requirements, they will significantly add to the workload of re/insurers’ quants who will have to complete up to 50 Quantitative Reporting Templates (QRTs). Continue reading →

Insurance: A Little Earning is a Dangerous Thing…

As Alexander Pope so nearly said, re/insurance company earnings are key to the firm’s valuation. Recent research from Citigroup provides more evidence that insurance firms with low earning volatility have higher stock multiples and better shareholder returns. Continue reading →

Scariest Captives Insurance Risk: Solvency II

Scary stuff this Solvency II! Especially if you’ve got a captive in the EU or trading into it. But hold on, let’s not get carried away. Continue reading →