Insurers are set to plough billions into private equity assets over the coming years. After companies recoiled from investing in the sector in the wake of the 2007–08 financial crisis, they are now funnelling...
Omnibus II rapporteur fears additional burden of global quantitative requirements
Fixing it up
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Insurance articles
Piecemeal reform of reinsurance laws continues to frustrate Lloyd’s market
Delegated acts must set stringent conditions for calculating fundamental spread, insurers say
Insurers are rethinking their investment strategies and beginning to increase their exposure to private equity. Some are even looking at it from an asset-liability management perspective.
Insurance supervisor will also allow XBLR reporting, says regulator's head of Solvency II
European insurer demand for debt securitisations could vanish despite proposals for lower capital charges
After an overhaul of legislation in 2006, Dutch insurers eagerly tapped the occupational disability market. But they grossly underestimated the risks and costs of providing cover and have been force...
CX Re and Partnership Assurance invest in CTF assets
Competitive pressures and greater pricing transparency spur growth in 2013
IAIS to decide in 2014 whether to apply basic capital requirement beyond systemically important insurers
Long-awaited report proposes reforms to US state and federal practices
Prudential Regulation Authority to copy wording 'as closely as possible'
Capital efficiency of A3 bond tempts insurers
Innovative weather risk transfer deal exposes limitations of ILS
Failures observed in valuation governance, documentation and models
€750 million collective fund to invest in loans to mid-cap corporates to be launched next year
Controversial Smith-Wilson technique expected to be confirmed in level 2 implementing measures
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.