Sponsored feature: Northern Trust
Race to the beginning
PRA claims it cannot offer advice until publication of Implementing Technical Standards
More Insurance articles
Firms struggling with validating external models, expert judgement and risk dependencies, say experts
Sponsored roundtable: BNY Mellon
Requirements for using deduction and aggregation method to calculate SCR of subsidiaries remain too high, insurers say
Insurance industry demands clarity on crucial elements of capital requirement
Inclusion of non-fixed-income assets in reference portfolio is 'unjustified'
Not-for-profit modelling framework aims to liberalise the catastrophe risk model industry
Recommendations over supervisory colleges, private mortgage insurance and reinsurance collateral rejected by NAIC members
Exception in draft Level 2 text could exclude active funds
Size and tenor of deals grow in importance as illiquidity premium fades
As life insurers increase their exposure to infrastructure, Blake Evans-Pritchard reports on the different ways in which they are approaching the asset class
The perennial challenge for insurers and reinsurers is to make certain that the assets they hold will cover all their present and future liabilities. Traditionally, companies have sought to manage t...
Insurers predicted to increase ETF exposure
European Commission's unofficial Level 2 draft disregards insurers’ calls for the adjustment to be capped
Two months after the landmark political agreement on Omnibus II, MEP Burkhard Balz discusses the thorny issues that did not make it into the directive, spells out his expectations for the level 2 te...
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.