Are insurers prepared for central clearing of OTC derivatives?
Sampension CFO says simplifications welcome but standardisation has drawbacks
Disconnection between domestic and international Sifi processes means regulators could lack legal power to enforce G-Sii measures in some cases
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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The European Insurance and Occupational Pensions Authority’s report on the long-term guarantees assessment has reignited the debate on the methodology for determining the risk-fee term structure. ...
Long maturities and improved rating lure firms into Spanish gas scheme bonds
US state regulators warn of ‘two-tier’ system developing
Drop in ECB AAA curve will also affect German insurers’ guarantees reserves
Products with five-year guarantee period should be deemed immaterial under Eiopa’s new criteria, say actuaries
Pick and mix
Lawyers split on whether subordinated debt will be made convertible by law
But concerns about disjointed global accounting standards
Eiopa urged to rein in draft measures in responses to consultation
Designated insurers could come off G-Sii list when revised in 2014
Aviva and Uniqa hybrids feature capital disqualification triggers
With long-term bonds in short supply and falling interest rates putting pressure on earnings, Asian insurers are considering giving up on asset-liability matching in order to chase yield. Blake Ev...
Ultra-low rates forcing companies to shift focus from asset-liability matching
Insurance Risk launches updated, interactive iPad app
Competition squeezing returns on short-tenor instruments
Firms warn regulator against setting an unduly ambitious timeframe for implementing new standard methodology
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.