Structuring and regulation of assets frustrating investment, say market participants
Reserve financing using offshore captives is big business in the US. Yet what started as an innovative method of moving excessive reserve requirements off balance sheet has turned, in some regulator...
Harmonisation of US and global systemic risk frameworks needed as US proposes first Sifis, warns industry think tank
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
As insurers look for ways to offer long-term guarantees to customers despite the challenging investment environment, some are turning to volatility control mechanisms to reduce the cost of hedging t...
Concerns Solvency II-based risk-free curve could be distorted by speculators as market begins to adjust ALM hedges
UK regulator urged to reconsider proposed early-warning indicators to reflect better changes in economic conditions and not penalise insurers’ de-risking strategies
Swedish regulator will not make guidelines legally binding on firms
Guidelines 'necessary for convergence' but fears of two-speed implementation
Indicators needed to identify situations where a firm's model no longer meets Solvency II calibrations, saya Eiopa
Jumping the hedge
Solvency II must support long-term guarantees but insurers must develop simple products, says Nordea Life and Pensions CRO
Let Eiopa levy fees on insurers and carry out direct supervision, argues chairman
Treat regulated money market funds more like banks deposits, says top law firm
Concerns raised over Eiopa’s discretion over methodology
Risk-managing the next generation of savings products
Guidelines necessary to achieve convergence and improve quality of preparations, says Eiopa chairman
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.