Insurance
Asset management under a minimum guarantee for life insurance products
di Emilio Barucci e Daniele Marazzina
Posted in: Articolo
Ott
06
2018
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 Mastrogiacomo we investigated how the presence of a minimum guarantee affects the asset manager’s strategy ...more »
Tagged width: Barucci Emilio, insurance, Marazzina Daniele
Interest rates volatility in the insurance liabilities evaluation
di Silvia dell’Acqua
Posted in: Articolo
Set
08
2018
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 yield curve, that EIOPA has been publishing on a monthly basis since ...more »
Tagged width: Dell'Acqua Silvia, insurance
Lug
26
2018
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 target sample encompasses 42 insurance ...more »
Tagged width: Dell'Acqua Silvia, insurance
Mag
02
2018
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 field and appropriate application ...more »
Apr
05
2018
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 for possible simplifications in the SCR ...more »
Tagged width: Dell'Acqua Silvia, insurance
Feb
11
2018
EIOPA published a report highlighting the major sources of systemic risk in insurance. Sources of risk are distinguished among direct sources (exposure to common macroeconomic and financial shocks) and indirect sources, encompassing activity-based risks (such as network-type involvement in dangerous products) and behaviour-based risks (such ...more »
Feb
01
2018
EIOPA has recently published the risk dashboard (RDB) update at January 2018. The RDB is published on a quarterly basis, showing the level of risk for 8 (=7+1) risk categories. This is the outcome at January 2018: Some comments Macro risks [high, ...more »
Tagged width: Dell'Acqua Silvia, insurance
IVASS – Pubblicati esiti delle analisi comparative delle Relazioni di valutazione dei rischi e della solvibilità (ORSA)
Posted in: News
Gen
17
2018
L’IVASS ha condotto un’analisi comparativa delle Relazioni di valutazione dei rischi e della solvibilità trasmesse dalle compagnie assicurative ai sensi del Regolamento ORSA. In base alla valutazione espressa dall’Autorità di vigilanza, le relazioni si sono dimostrate conformi alle previsioni del nuovo regolamento ORSA relativamente all’orizzonte ...more »
Tagged width: insurance
IVASS: avviate 2 consultazioni regolamentari
Posted in: News
Gen
10
2018
L’IVASS ha avvito la pubblica consultazione dei seguenti Provvedimenti: Provvedimento recante modifiche al Regolamento IVASS n. 9 del 19 maggio 2015 e al Provvedimento IVASS n. 35 del 19 giugno 2015. Le modifiche proposte sono determinate dalla necessità di adeguare la normativa secondaria e la ...more »
Tagged width: insurance
Gen
10
2018
Before the Christmas holidays break, EIOPA has published a number of documents, as proof of the productive analysis carried out during the last months. The topics concern: [18.12.17] the update of the representative portfolio to calculate the Volatility Adjustment (VA) [18.12.17] desired improvements to the ...more »
Tagged width: Dell'Acqua Silvia, insurance
