As insurers look for ways to improve the speed of their modelling calculations, some are turning to microprocessors originally developed for computer graphics in games consoles to increase calculati...
Calls for new dampener on capital requirements amid disagreement over Eiopa’s figures
Ergo dynamic hybrid product leads new wave
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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Entry requirments for transitional regime will be high, says PRA official
FIO must not become an insurance regulator, says NAIC chief
Agreement on Omnibus II more difficult if opt-outs removed, warn experts
Harmonised quantitative requirements no 'silver bullet', says US state regulator
Race to the bottom
Concerns that Eiopa's proposals will not work and could delay Solvency II
Solvency II calibrations need to account for different national contexts
Let commercial market price risk, while governments should focus on risk-reduction, think-tank says
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
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
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.