Insurance industry responds to IAIS consultation on key G-Sii measure
Why insurers are choosing standard formula over internal model
Single process would reduce costs and time involved in applying for adjustments
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Long-term guarantees measure likely to be subject to regulatory approval
EU to pursue covered agreement with FIO, bypassing state regulators
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Join our study of approaches to central clearing from insurers
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis, encouraging insurance companies to consider use of the cl...
More pension schemes could take on reinsurer counterparty risk
Policyholders get increased share of underwriting risk return
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.