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
Market pressures mean UK insurers will face M&A boom, despite likely granting of maximum Solvency II transition periods
The Bank of Greece takes a more hands-on approach to regulating the Greek insurance industry than its predecessor
UK industry asks European Commission for certainty on Solvency II transition
Not seeking equivalence “business opportunity” for Guernsey
Coming of age
Insurers wary of new European standard setter’s legal powers
Ceiops replacement goes live
In the clear
Industry and regulators face off over captives’ proportionality exception
Insurers' over-confidence about their Solvency II preparations could mean a last-minute rush to the finish line, according to a PwC survey
Consideration of VIF as Tier I will save insurers from financing increased solvency capital requirements, says head of Italian insurance association
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.