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 three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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
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.