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
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Michael Faulkner articles
Impact study on long-term guarantees package is crucial for devising new Solvency II timetable
Suggestions that regulator is already beginning to apply Solvency II assumptions to capital calculations
Standard formula is too harsh and fails to reflect real risk of long-term finance, say insurers
By harnessing workflow insurers can develop a more robust enterprise-wide risk management framework. This webinar, in conjunction with Second Floor, brings together industry experts to examine how t...
Chief risk officer of the year: Andrew Hitchcox, Kiln
Deal of the year: Société Générale and Axa corporate loan partnership
Innovation of the year: Tullett Prebon Information – Solvency II benchmark curves
Best bank, ALM advisory: Royal Bank of Scotland
Best bank, credit risk: Royal Bank of Scotland
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.