Insurers are using the delays to Solvency II to improve their economic capital models
Insurance Risk’s second collateral management survey in conjunction with BNY Mellon finds more insurers are taking steps to prepare for new derivatives regulation, but concerns about collateral av...
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Extrapolation method changed following concerns Smith-Wilson method impractical
Extensive safeguards and supervisory controls to be built in to Solvency II long-term guarantees package, says Commission’s insurance head
Prescriptive international regime would be 'very challenging' for firms
Proportionality concerns remain as narrative reporting to be included in UK preparatory phase
Average increase of 5.5%, despite rising rates hitting bond portfolios
A panel of experts discuss how improved data governance can provide business benefits for insurers
Capital cost of restructuring may outweigh regulatory benefits under G-Sii proposals
Decision 'unsurprising' say lawyers
Most European insurers do not hold Solvency II compliant documentation, finds survey
Financial Stability Board did not ‘want to waste a good crisis’, claims Geneva Association chief
Yoshihiro Kawai, secretary-general of the International Association of Insurance Supervisors, is the man in charge of building a new supervisory framework for both systemically important and interna...
Regulator introduces new risk monitor to scrutinise market risks and act as early-warning indicator
European insurers are refining their internal economic capital models as regulators’ efforts to define statutory solvency requirements grind to a standstill. Louie Woodall reports
G-20 pressure and FSB peer review will guarantee compliance of nation states
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.