Specifications unclear on premium volume definition for risk-factor calculation, say actuaries
Insurers concerned that assessment could overlap full-year reporting as debate over matching adjustment continues to delay impact test
French regulator also considering adjusting pre-approval schedule
More Solvency ii articles
IAIS proposals will encourage regulatory arbitrage due to lack of global capital standard,experts warn
Insurers providing liquidity swaps to banks is a growing trend in Asia
As regulators grapple with the requirements of Solvency II, finding a consistency in supervision for all countries was never going to be easy. Thomas Whittaker reports on the challenges member countries face and the efforts to find harmony across the...
It will only be a matter of time before the official start date for Solvency II is moved. During the past few months, the January 1, 2014 implementation date has looked increasingly unrealistic as the wrangling over Omnibus II continued due to lawmakers...
The move to discounting liabilities using swap rates under Solvency II will present challenges for UK with-profits funds that have been used to matching cashflows using gilts. Against the backdrop of a volatile swap spread, insurers will need to adapt...
Suggestions that regulator is already beginning to apply Solvency II assumptions to capital calculations
Reverse stress testing is set to become standard practice under Solvency II as part of the validation process for internal models, yet for most European insurers such tests are a new concept. Clive Davidson examines what can be learned from the UK, where...
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.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014
USA, 20th - 21st Aug 2014