Solvency II

• TR19/3 FCA Thematic Review

  By Jennifer van der Ree | 22 May 2019

  In April 2019, the Financial Conduct Authority (FCA) published the findings from its thematic review, TR19/3: Review of the fair treatment of with-profits customers.

• A capital management toolkit for life re/insurers

  By Luca Tres, Paul Fulcher | 15 May 2019

  With increased pressure on the industry, now is an ideal time for insurers to incorporate innovative Solvency II capital optimisation techniques into their planning.

• Part 3: Long-term investment and updates to the Delegated Regulation

  By Karl Murray, Eamonn Phelan | 13 May 2019

  In the third and final edition, we analyse elements of the Standard Formula review that took place across 2018 with the EC publishing its final amendments to the Delegated Regulations in March 2019.

• A quantum leap in benchmarking PC risk margins under Solvency II

  By Mark R. Shapland | 07 May 2019

  Since the advent of Solvency II, insurers are faced with a number of challenges that can have a potential impact on determining the economic value of their liabilities.

• Analysis of non-life insurers' Solvency and Financial Condition Reports: European non-life insurers year-end 2017

  By Derek Newton, Marc Smillie, Flavien Thery | 25 March 2019

  The analyses underlying this report focus on the quantitative information contained in the Quantitative Reporting Templates with the Solvency and Financial Condition Reports and draw conclusions about the balance sheets and risk exposures of European non-life insurers.

• Analysis of non-life insurers' Solvency and Financial Condition Reports: United Kingdom and Gibraltar non-life insurers year-end 2017

  By Derek Newton, Flavien Thery, Marc Smillie | 25 March 2019

  This report summarises the year-end 2017 Solvency and Financial Condition Reports as they relate to non-life insurers regulated in the UK and Gibraltar, and sets out the results of the analyses of the reports.

• Analysis of Dutch insurers’ Solvency and Financial Condition Reports: Year-end 2017

  By Peter Franken, Kamiel van Langen, Wouter van Goudoever, Rens IJsendijk | 21 March 2019

  This report provides a summary of the key solvency information of the main life and non-life insurance entities in the Netherlands based on Solvency and Financial Condition Reports as per year-end 2017.

• The 2020 Solvency II Review and update on earlier amendments

  By Karl Murray, Eoin King | 06 March 2019

  This briefing note sets out the areas covered by the European Commission’s latest request for the 2020 review of the whole Solvency II framework.

• Solvency II under review: Extrapolation of the risk-free rate curve

  By Karl Murray, Eamonn Phelan, Bridget MacDonnell | 21 February 2019

  In the opening edition, we firstly revisit the rules in specifying the risk-free rate term structure, which forms a fundamental part of the calculation of Technical Provisions (TPs).

• Solvency II under review: Revisiting the Volatility Adjustment - A sometimes overlooked risk mitigant

  By Karl Murray, Eamonn Phelan | 21 February 2019

  In the second edition, we will look at another fundamental part of the specification of risk-free rates used in liability valuation, the Volatility Adjustment (VA).

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