Financial Stability Board (FSB)
International policy-makers should offer clarity on risks posed by different activities, hears Insurance Risk Europe
ComFrame must not be prescriptive if it is to enhance supervision of international groups
The rapid growth of commodity trading houses has led critics to question whether these firms have become a source of systemic risk. But trading houses strongly reject such arguments, and suggest the...
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 Financial Stability Board (FSB) articles
For the past couple of years, insurers have watched at a safe distance banks struggling to learn their way around living wills. Only last month did they realise the extent to which they will be put ...
International efforts to develop a global capital standard are gathering pace, but the plans are controversial, raising fears that the competitiveness of international insurance groups could be dama...
A fragmented view
The IAIS’s systemic risk proposals are contentious, but a global capital standard will be even more so
Saving the system
Financial Stability Board's G-Sii regime should be consistent with US Sifi rules, says NAIC chief
US state regulators warn of ‘two-tier’ system developing
But concerns about disjointed global accounting standards
Designated insurers could come off G-Sii list when revised in 2014
Insurance Risk launches updated, interactive iPad app
Systemically important international insurers will be required to design their own recovery and resolution plans in case of severe financial distress, as part of new requirements by regulators to pr...
Regulators will publish separate lists for systemically important insurers and reinsurers a year apart
Harmonisation of US and global systemic risk frameworks needed as US proposes first Sifis, warns industry think tank
Asia still behind on global rules forcing subsidiarisation of foreign banks in the region
In defence of the non-traditional
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.