This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Solvency ii articles
New regime will introduce regular capital tests - insurance industry doesn't have credibility problem, Eiopa chair says
The timing of the implementation of Solvency II and the second phase of IFRS presents a major logistical challenge for insurers which are not prepared
EC head of insurance and pensions Karel Van Hulle acknowledged industry concerns at Risk's European conference this week - but pushed back against doom-mongering
Solvency II introduces a new EU-wide regulatory approach to determine capital adequacy for meeting an insurer’s true risks. Due to come into force in 2012, Solvency II promises a more sophisticate...
As the industry calls for less complexity in Solvency II, some are arguing the directive is already dangerously simplistic
Montalvo moves closer to the industry’s position on future profits as Tier I capital – but does not agree that all should be included
New risk-based capital rules for insurers could help demand for products with principal protection, say bankers
The road ahead
Internal model approach gets major capital advantage according to QIS 5 results
A level playing field
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.