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
This webinar on September 17th looks at the challenges of GRC, key trends, motives for improvement, future investments, and obstacles that banks and other financial institutions face in trying to improve and integrate their risk management strategy
More Quantitative impact study (qis) 5 articles
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.