European Insurance and Occupational Pensions Authority (EIOPA)
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
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 European Insurance and Occupational Pensions Authority (EIOPA) articles
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'
Controversial Smith-Wilson technique expected to be confirmed in level 2 implementing measures
European regulators prepared to reopen Solvency II to comply with future international quantitative standard
Insurers hail downscaling of regulator’s initial plans, but concerns about consistent application remain
Former Solvency II head at European Commission says agreement in the interests of all stakeholders
German MEP “appalled” by “irresponsible” council as Omnibus II trilogue negotiations resume
Over the summer, Omnibus II discussions picked up speed at the EU Council. Draft papers reveal a more generous volatility balancer and extended transitional measures are in the pipeline. Industry re...
New volatility adjustment proposed as optimism of trilogue agreement grows
The European Insurance and Occupational Pensions Authority’s report on the long-term guarantees assessment has reignited the debate on the methodology for determining the risk-fee term structure. ...
Products with five-year guarantee period should be deemed immaterial under Eiopa’s new criteria, say actuaries
Eiopa urged to rein in draft measures in responses to consultation
Brussels frames Solvency II long-term guarantees debate along the lines of Eiopa’s proposals
Calls for new dampener on capital requirements amid disagreement over Eiopa’s figures
Long-term guarantees assessment threatens to open more divisions in Omnibus II talks
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.