Eiopa chairman says it is time to 'move on' with Solvency II as lack of certainty is threatening EU's credibility
Contingent business interruption models beginning to emerge, but data a challenge
Insurers concerned that assessment could overlap full-year reporting as debate over matching adjustment continues to delay impact test
Risk would like to invite you to join us on 14 April 2014 at 10am EST / 3pm GMT for our next FREE webinar. Joining the panel discussion will be: Moderator: Duncan Wood, Editor, RISK. Athanassios Diplas, Senior Advisor, ISDA. Barry Hadingham, Head of Derivatives and Counterparty Risk, AVIVA INVESTORS. Neil Murphy, Director, Collateral Product Management, IBM RISK ANALYTICS. Click to register.
More Michael Faulkner articles
Luca Capriotti and Michael Giles show how algorithmic differentiation can be used to systematically implement the adjoint calculation of sensitivities in Monte Carlo for general path-dependent and multi-asset options, with minimal analytical effort. With...
The US Own Risk and Solvency Assessment has reached the next stage of its development with the approval of the model act. But there are still concerns over whether the Orsa will be applied uniformly by states and how the information in the reports will...
As regulators grapple with the requirements of Solvency II, finding a consistency in supervision for all countries was never going to be easy. Thomas Whittaker reports on the challenges member countries face and the efforts to find harmony across the...
It will only be a matter of time before the official start date for Solvency II is moved. During the past few months, the January 1, 2014 implementation date has looked increasingly unrealistic as the wrangling over Omnibus II continued due to lawmakers...
Suggestions that regulator is already beginning to apply Solvency II assumptions to capital calculations
Reverse stress testing is set to become standard practice under Solvency II as part of the validation process for internal models, yet for most European insurers such tests are a new concept. Clive Davidson examines what can be learned from the UK, where...
Standard formula is too harsh and fails to reflect real risk of long-term finance, say insurers
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.
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