Hugo Coelho

• Getting the measure of credit downgrade risk

  21 September 2016

  Investors are questioning the impact of credit downgrades on insurers' Solvency II balance sheets. Hugo Coelho investigates how firms are gauging this risk and why they resist putting a figure on it.

  

• Zweimueller insists on risk charging sovereign bonds

  09 September 2016

  But recognises risk of regulatory arbitrage

• Industry backs delay in derivatives clearing for small firms

  05 September 2016

  Insurers may reduce hedging to avoid compliance burden, warns Insurance Europe

• Solvency II sovereign charges wait for white smoke from Basel

  01 September 2016

  Berger criticised for excluding sovereign bonds from preparatory work for standard formula review

• ASR up on sovereigns, down on equities

  24 August 2016

  Shrinking market risk budget and prompt reallocation

• DB pensions and insurers eye £300bn of gilts

  23 August 2016

  Demand for assets to match rising liabilities

• Delta Lloyd sheds a third of equity portfolio

  17 August 2016

  Cash holdings more than double

• P&C insurers first to feel the pinch of negative yielding gilts

  11 August 2016

  Life insurers to hold on to long-dated bonds, despite BoE demand

• BoE presses on with government bond purchases

  10 August 2016

  Will make up for shortfall from botched auction later in the year

• Pimco outflows tail off

  05 August 2016

  Allianz anticipates end of the money drain in its US investment arm