Three challenges to Solvency II implementation
ING Investment Management relaxed about Solvency II reducing appetite for corporate bonds
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
(In) Solvency II
FSA says weighting of data in SCR calculation should be driven by economic environment - and is not pro-cyclical
European Commission rejects industry criticism over the calibration of QIS 5
Ceiops governance committee chair says ABI’s focus on liquidity premium gives too much weight to industry opinion
Raj Singh tells Life & Pension Risk's annual Solvency II conference in London that Europe should opt for a Swiss-style approach
CRO says lack of market consistency will prevent regime being granted equivalent status under Solvency II - and this will lead to European companies being disadvantaged
EC outlines potential route for US insurance regulatory regime being granted equivalent status to Solvency II
Questions remain on the calibration of capital requirements for operational risk under Solvency II's standard formula.
Longevity component of Solvency II drives Danish pension fund away from hard guarantees
Deal reached on replacement for Ceiops
Solvency II is set to dramatically overhaul insurers’ approach to asset allocation – with potentially dramatic consequences for the bond markets. Aaron Woolner reports
Latin American economic powerhouses Brazil and Mexico are introducing new solvency regulations in their fast-growing insurance markets. But while Mexico has gone straight for a Solvency II-type appr...
The chief risk officers’ (CRO) Forum, the industry lobbying body representing the 15 largest insurers in the European Union, has asked for the assets held by insurers to be considered when determining...
Old Mutual questions the lack of capital credit for dynamic hedging in QIS 5
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.