Quantitative impact study (qis) 5
New technical specifications on Solvency II’s capital requirements make some significant changes to the way insurers calculate their own funds, but they also leave some unanswered questions. Louie...
Dutch regulator to begin Solvency II test on insurers
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
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Calls for standard formula calibrations to be reduced further
Demand for covered bonds and shorter duration corporate paper likely to increase, according to exclusive analysis by economists at Dutch central bank
Eiopa: Internal models beneficial under Solvency II
Internal model approach gets major capital advantage according to QIS 5 results
Insurers wary of new European standard setter’s legal powers
Consideration of VIF as Tier I will save insurers from financing increased solvency capital requirements, says head of Italian insurance association
European Commission rejects industry criticism over the calibration of QIS 5
Questions remain on the calibration of capital requirements for operational risk under Solvency II's standard formula.
Old Mutual questions the lack of capital credit for dynamic hedging in QIS 5
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.