Systemically important international insurers will be required to design their own recovery and resolution plans in case of severe financial distress, as part of new requirements by regulators to pr...
Life insurers’ capital position to be gauged against capital standard calculated using Solvency II shocks
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
Regulators will publish separate lists for systemically important insurers and reinsurers a year apart
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
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
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.