Solvency capital requirement (SCR)
The areas where firms must work hardest to show suitability
Sponsored feature: Pimco
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Solvency capital requirement (SCR) articles
Quarter of firms would suffer negative cashflows in prolonged low interest rate scenario
Industry still split on inclusion of spread risk in calculation
Regulator challenges "mechanistic re-application" of matching adjustment
Change to definition of unit-linked expenses would increase firms' SCR
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
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.