Mark Stocker passed away

Today the sad news reached us that Mark Stocker passed away.

Mark chaired the AAE Education Committee from 2012 until 2018 and was part of the AAE Board until the restructure in 2017.

Our hearts go out to his family and friends and we wish them all the best in dealing with this tremendous loss.


12 January 2021

Updating the Risk Margin Calculation

Malcolm Kemp
Chairperson AAE Risk Management Committee


At an AAE Risk Management Committee Webinar on 8 December 2020, Malcolm explored how best to recognise multi-year risk dependencies in the Solvency II risk margin calculation. This blog summarises the material covered in his presentation.


The Solvency II risk margin is an integral part of the capital structure of EEA insurers. It is included in the Solvency II review currently being undertaken by the Commission. It also features in the UK Government review of how UK insurers should be regulated after Brexit.

Continue reading “Updating the Risk Margin Calculation”