Financial Services Authority to extend internal model approval process by more than a year
Feeling the way
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 Solvency ii articles
Transitional provisions must still be agreed
A number of major natural disasters during the past year has increased reinsurance costs in Asia, with some Japanese insurers seeing a rise of 20% or more in the cost of reinsurance. But demand for ...
IIF warns Solvency II risk charges may lead to imprudent asset allocation by insurers
EU Parliament adds to calls for Solvency II delay, but uncertainty remains
Solvency II is the wrong starting point for new occupational pension directive, says James Walsh
Insurers to arbitrage Solvency II-compliant rivals in Asia
Solvency II set to revamp insurers’ asset allocation – but not yet
The perfect model (part II)
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.