Solvency ii
Sponsored feature: Royal Bank of Scotland
Insurers frequently find themselves on the wrong side of the distortions but, by using efficient hedging techniques, they can identify opportunities to turn these distortions to their advantage.
Etienne Comon of GSAM Insurance Asset Management illustrates how a look-through approach can improve risk management and capital efficiency for an insurance company investment in a pooled fund
A panel of experts convened in Milan to discuss a range of issues currently affecting the Italian insurance industry, including the impact of regulatory decisions on Italian insurance companies and, conversely,...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Solvency ii articles
Welcome to the first issue of Insurance Risk
When Life & Pension Risk was launched in 2005 its aim was to provide a forum for analysis and debate on the evolution of risk management within the life and pensions sector. Life insurers were dealing with the challenges of responding to a new business...
New Omnibus II yield curve extrapolation proposals ‘a significant ALM...
Duration of long-term liabilities could be significantly reduced, finds Goldman Sachs analysis
Swedish regulator to conduct qualitative survey on Solvency II to support...
Survey to begin in second half of the year amid concern over progress of smaller insurers
Targeting currency risks
Solvency II is expected to impose a specific capital charge on currency mismatches between assets and liabilities for European insurers and re-insurers, bringing currency risk under the regulatory spotlight for the first time. Although forex managers...
Omnibus II: from technical debate to political games
The development of Solvency II is in a crucial phase. The three key European law-making institutions – the European Parliament, European Council and European Commission – are engaged in the so-called ‘trilogue' negotiations to agree the final text...
Internal models can cut capital requirements for longevity and mortality...
Standard formula for mortality and longevity risk a 'crude' measure, says Risk Management Solutions
Tullett Prebon and Allianz to launch Solvency II data service
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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