Joining the equity rotation
Eiopa says measures will help supervisors and insurers prepare for Solvency II
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Insurance articles
No economic need for initial margin on non-centrally cleared derivatives, argues Insurance Europe
Industry think-tank rejects product’s designation as a non-traditional, non-insurance activity
Matching adjustment and countercyclical premium inadequate for Italian insurers’ needs
Rules must not cause 'ill effects' to firms with international business, warns senior MEP
European life insurers are particularly challenged by Orsa implementation, finds survey
Influx of new swap intermediaries and improved risk modelling to spur expansion
Lack of clarity on Solvency II dampening investor interest, while Swiss insurers reap benefits of stable regime
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 ...
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
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.