Insurance

EIOPA: results of the 2018 insurance stress test
6 anni fa

The European Insurance and Occupational Pensions Authority (EIOPA) published today the results of its 2018 and fourth Stress Test for the European insurance sector. This year’s exercise assessed the participating insurers’ resilience to the following three severe but plausible scenarios:  ...more »
BIS: Clouds – emerging prudential approaches for insurance companies
6 anni fa

Insurers have made increasing use of cloud computing in recent years. Cloud services were initially applied to business support functions, such as customer management or collaboration applications. Currently, cloud computing is being used in core business functions, such as ...more »
The effect of Long Term Guarantees Measures

di Emilio Barucci

6 anni fa

The Solvency II directive requires a review of the long-term (LTG) measures and the measures on equity risk until end of 2020.* The LTG measures are: the extrapolation of risk-free interest rates, the matching adjustment (MA), the volatility ...more »
IVASS: Bollettino Statistico – Ottobre 2018
6 anni fa

L'Istituto per la vigilanza sulle assicurazioni (IVASS) ha redatto lo scorso 25 ottobre il tredicesimo Bollettino statistico annuale. Il Bollettino riguarda l’attività assicurativa in Italia nel comparto auto delle imprese vigilate dall’IVASS (imprese nazionali e Rappresentanze per l’Italia di ...more »
Asset management under a minimum guarantee for life insurance products

di Emilio Barucci e Daniele Marazzina

6 anni fa

Life insurance products are often characterized by a minimum guarantee: the insurance company manages funds guaranteeing a minimum return to policyholders (with profit products). In a recent paper with Elisa ...more »
Interest rates volatility in the insurance liabilities evaluation

di Silvia dell’Acqua

6 anni fa

Under Solvency II (SII), insurance and reinsurance companies have to evaluate their assets and liabilities following harmonized principles, among which the discounting of the liabilities cash flows through a risk free interest rates ...more »
EIOPA Stress Test 2018

di Silvia dell’Acqua

6 anni fa

EIOPA launched its fourth union-wide exercise with the aim of assessing the resilience of the European insurance companies against adverse scenarios which can trigger systemic risk and threaten the stability of the European financial markets and the real economy. The ...more »
EIOPA: final report on 2017 Oversight Activities
6 anni fa

The European Insurance and Occupational Pensions Authority (EIOPA) published its 2017 oversight activities report, adressed to the European Parliament. During last year, EIOPA conducted a number of activities that contributed to high-quality effective supervision, as well as overseeing the level playing ...more »
Review of the SCR calculation under SF

di Silvia dell’Acqua

7 anni fa

The European Commission expressed its intention to review the Solvency Capital Requirement (SCR) calculation under the Standard Formula (SF) before December 2018. To answer this need, at the beginning of 2017 EIOPA launched a dedicated project aimed at looking ...more »