Regulatory myopia must not prevent a long-term view
Proposed interim measures hope to bring some regulatory consistency across Europe in the period prior to Solvency II’s eventual implementation, but supervisors are still seeking their own solution...
Instability of capital framework should be reflected in plans for soft-launch
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Michael Faulkner articles
With the price of over-the-counter swaps predicted to increase as new derivatives rules take effect, futures are being touted as an efficient alternative hedging tool, but are they a perfect fit? Bl...
Exposure to collateralised loan obligations, infrastructure finance and high-yielding bank loans set to increase
Impact-adjusted valuation and the criticality of leverage
The question is not when Solvency II will come into effect, but in what form
Survey finds insurers still have significant work to do in order to meet 2015 Orsa deadline
Lack of product innovation means not enough products work in the low interest rate environment, panellists complain
All clear ahead
Commission targets January start for long-term guarantees assessment
The move to central clearing of OTC derivatives trades will have a dramatic impact on the insurance industry’s use of collateral. A survey, conducted by Insurance Risk in conjunction with BNY Mell...
With regulators struggling to get comfortable with insurers’ internal models, and with the memory of the subprime crisis still lingering, the question of how to ensure that the models are robust i...
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.