A panel of experts discuss the requirements of the Risk Management Own Risk and Solvency Assessment Model Act and how insurers can effectively prepare for it
Publication of list pushed back from April
Wide-ranging changes to the the OTC derivatives market are leading insurers to upgrade their collateral management systems, often quite substantially. But the complex requirements and computational ...
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
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Regulatory solutions 'must account for local conditions', they say
Difficulty interpreting rules threatens usefulness of results to policy-makers
European Commission confirms new head of insurance and pensions unit
Provisions would prevent common funds structures and reduce diversification benefits, say insurers
Cloud technology potentially offers insurers an efficient way to undertake the huge amount of actuarial and risk modelling calculations that need to be performed. But with concerns around data secur...
Extrapolation methodology must be robust and allow insurers to manage solvency positions, says Insurance Sweden
Firms seek short-term opportunities before directive implemented
Long-term solution to discount rate needed due to Solvency II delays, says regulator
Lloyds Bank one of a number sourcing assets from smaller institutions to meet demand from insurers
The NAIC’s proposals for a principles-based approach to reserving for life products has largely been met with agreement from most US states. But with the New York and California state regulators d...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.