Both probability of default (PD) and loss given default (LGD) constitute relevant input parameters for credit risk management in pillars I and II. Assuming that both default data and loss data have been...
A draft of the Solvency II delegated acts circulated informally within the industry suggests the last liquid point for non-euro currencies could shift, making it harder for insurers to hedge long-term...
More Pillar i articles
Concerns raised over Eiopa’s discretion over methodology
Instability of capital framework should be reflected in plans for soft-launch
Supervisors say existing guidance has yet to be tested and may not work
With regulators struggling to get comfortable with insurers’ internal models, and with the memory of the subprime crisis still lingering, the question of how to ensure that the models are robust is worrying supervisors. Blake Evans-Pritchard reports...
French regulator also considering adjusting pre-approval schedule
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014
USA, 20th - 21st Aug 2014