Solvency capital requirement (scr)
Regulator challenges "mechanistic re-application" of matching adjustment
Change to definition of unit-linked expenses would increase firms' SCR
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Solvency capital requirement (scr) articles
Status of reactive parameters left open by Eiopa
Industry says European Commission proposal will have negative side effects
Proposed changes will fail to prevent balance sheet volatility, say experts
Firms expected to reduce exposure to equities and buy protection in response to transitional solvency regime.
MetLife CRO outlines company's proposal for backstop capital standard
Firms look to make model outputs publicly available to test investor response to future Solvency II requirements
International efforts to develop a global capital standard are gathering pace, but the plans are controversial, raising fears that the competitiveness of international insurance groups could be dama...
Sampension CFO says simplifications welcome but standardisation has drawbacks
Firms warn regulator against setting an unduly ambitious timeframe for implementing new standard methodology
Effective and prudent solution needed on Solvency II matching adjustment, says Bailey
Life insurers’ capital position to be gauged against capital standard calculated using Solvency II shocks
Entry requirments for transitional regime will be high, says PRA official
UK regulator urged to reconsider proposed early-warning indicators to reflect better changes in economic conditions and not penalise insurers’ de-risking strategies
Indicators needed to identify situations where a firm's model no longer meets Solvency II calibrations, saya Eiopa
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.