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
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.