Most European insurers do not hold Solvency II compliant documentation, finds survey
Financial Stability Board did not ‘want to waste a good crisis’, claims Geneva Association chief
Yoshihiro Kawai, secretary-general of the International Association of Insurance Supervisors, is the man in charge of building a new supervisory framework for both systemically important and interna...
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.
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Regulator introduces new risk monitor to scrutinise market risks and act as early-warning indicator
European insurers are refining their internal economic capital models as regulators’ efforts to define statutory solvency requirements grind to a standstill. Louie Woodall reports
G-20 pressure and FSB peer review will guarantee compliance of nation states
National regulators to bring existing rules in line with prescriptive FSB policy recommendations on securities lending
Insurers hail downscaling of regulator’s initial plans, but concerns about consistent application remain
International policy-makers should offer clarity on risks posed by different activities, hears Insurance Risk Europe
ComFrame must not be prescriptive if it is to enhance supervision of international groups
Efficient committee structure central to investment strategy, Friends Life CIO tells conference
Benefit could more than triple amid hopes of a deal on Omnibus II long-term guarantees package
Insurers' efforts to develop internal models should be recognised by supervisors
Risk function has part to play in driving market value
The insurance sector needs to up its game and help companies remove new risks from their balance sheets, panellists say
Policy mistakes could still kill economic recovery, Insurance Risk Europe conference hears
Former Solvency II head at European Commission says agreement in the interests of all stakeholders
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.