Risk management still immature at many firms, warns Evelyn Bourke
Companies will not receive any more guidance from FSA on Orsa development
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.
More Michael Faulkner articles
Formula for risk control framework can optimise equity risk capital costs, claims research body
Solvency II presents considerable challenges for insurers and asset managers in terms of asset data management. Yet it is an area which to date has received relatively little attention. This webinar...
New Omnibus II yield curve extrapolation proposals ‘a significant ALM challenge for insurers’
It is well known that the quanto adjustment in the drift of the underlying has a significant impact on the prices of quanto options. Alexander Giese points out that an additional quanto adjustment...
The development of Solvency II is in a crucial phase. The three key European law-making institutions – the European Parliament, European Council and European Commission – are engaged in the so-called...
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
Smoothing the flow
And Danish regulator says there has been too much focus on Solvency II’s capital requirements
Solvency II must be implemented on time, says Länsförsäkringar Liv CFO
Insurers must supply information on third-party models in support of their internal model application
The Solvency II timetable is a coiled spring under pressure
Governments should support development of longevity risk market – IMF
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.