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...
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.
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UK industry asks European Commission for certainty on Solvency II transition
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.