Slow progress on Solvency II internal model validation threatens approval, FSA warns
Evolution, not revolution
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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...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.