As regulators focus more on Solvency II’s Prudent Person Principle, insurers need to ensure their investment and risk management strategies meet the challenge.

We review for insurers some of the key components and design choices when modeling economic capital.

In an uncertain global economy, capital models and monitoring have recently held up well, with a wider range of performance for ALM and liquidity models.

In a rapidly changing world, how have life insurers recalibrated their capital management, asset-liability management, and risk-management practices?