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 Woodall...
Parallel test with Solvency I assessments could challenge smaller insurers, experts warn
More Quantitative impact study (qis) 5 articles
New risk parameters will increase capital requirements for some business lines
Demand for covered bonds and shorter duration corporate paper likely to increase, according to exclusive analysis by economists at Dutch central bank
The risk-based capital charge that forms part of Solvency II is set to radically alter insurers’ appetite for credit, particularly longer-dated paper. Has this started to feed through into changed patterns of behaviour on the fixed-income markets?...
The fifth – and final – quantitative impact study for calibrating Solvency II was published in March and the results were less capital-intensive then some industry figures had feared. With the 2013 finish line in sight, what issues remain? Aaron Woolner...
QIS 5 results show there is a capital advantage to be gained from constructing an internal model
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
Singapore, 22nd - 23rd Jul 2014
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014