European insurance and occupational pensions authority (eiopa)
Industry still split on inclusion of spread risk in calculation
Use of volatility adjustment for third-country subsidiaries also in doubt
Eiopa's Jarl Kure: 'there's still a lot to do'
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 European insurance and occupational pensions authority (eiopa) articles
Adjustment to discount curve adds complexity to task of hedging liabilities
Change to definition of unit-linked expenses would increase firms' SCR
Status of reactive parameters left open by Eiopa
New bonus distribution rules would have negative effects, say practitioners
Authorities must adapt to challenge of Solvency II along with insurers
'Capital is not the answer to everything,' says Bernardino
Firms to apply sovereign crisis and 'Japanification' scenarios
Industry representatives call on Eiopa to soften draft specifications
Draft delegated acts suggest the last liquid point for non-euro currencies could shift
Insurers and asset managers warn of difficulties generating coherent data codes for alternative assets
Race to the beginning
PRA claims it cannot offer advice until publication of Implementing Technical Standards
European insurer demand for debt securitisations could vanish despite proposals for lower capital charges
Prudential Regulation Authority to copy wording 'as closely as possible'
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.