With an ultimate forward rate-based extrapolation looking very likely for Solvency II, the Royal Bank of Scotland Insurance ALM Advisory team has carried out extensive research on optimal hedge strategies...
With an agreement on Omnibus II still to be found, Thomas Whittaker asks Sharon Bowles MEP, chair of the European Parliament’s Economic and Monetary Affairs Committee (Econ), about whether an agreement...
Unable to hedge out the duration mismatch on their legacy guarantees, Korean insurers are turning to yield enhancement products in order to balance their life books
More Solvency ii articles
The proposed method for extrapolating the risk-free yield curve under Solvency II could have serious consequences for insurers, changing their risk profile and distorting the swap market. As a result risk management will become more complex and potentially...
Current proposals would transfer risk to consumers and increase price of guarantees, argues consultancy
Common framework could lead to conflicts with national regulations, experts warn, as consultation on proposals closes
European Parliament concerned about proposal which could derail negotiations on Ommibus II, warns Econ committee chair Bowles
Eiopa urged to adjust bond SCR as study by Edhec Business School suggests Solvency II could discourage insurers from long-term bond investment
But relaxes solvency projection rules in updated draft level 3 guidance on Own Risk and Solvency Assessment
Negotiations to resume in September, but there are fears that deadlock will continue
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.
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