Slow progress on Solvency II internal model validation threatens approval, FSA warns
Evolution, not revolution
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
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When surrender is an option
Relief as new matching premium included in Omnibus II Econ text, but questions remain over how it will work
Low risk, high return
Analytical risk contributions for non-linear portfolios
Capital charge should better reflect real risk of underlying assets, says asset manager, as survey finds insurers are looking to increase exposure to alternative assets
Insurance industry helps to stabilise money flows and should not be weakened by regulatory initiatives to address crisis in financial industry, says think-tank
Cash-rich insurers eye loan books of de-leveraging European banks
Gaussian copula models are often used in the industry when single-asset information is quoted but little is known about their joint relation. These models may arise from correlated stochastic Browni...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.