Insurers left uncertain about treatment of derivatives and equity release
Industry still split on inclusion of spread risk in calculation
Use of volatility adjustment for third-country subsidiaries also in doubt
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Solvency ii articles
Deputy director-general explains approach of Danish FSA
Eiopa's Jarl Kure: 'there's still a lot to do'
Danish regulator says investment activities will be transformed
KPMG survey suggests minority of insurers will follow Allianz and Prudential
Adjustment to discount curve adds complexity to task of hedging liabilities
Firms need technology solutions that can update in line with regulation
Regulator challenges "mechanistic re-application" of matching adjustment
Change to definition of unit-linked expenses would increase firms' SCR
Why insurers are choosing standard formula over internal model
Single process would reduce costs and time involved in applying for adjustments
Long-term guarantees measure likely to be subject to regulatory approval
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis, encouraging insurance companies to consider use of the cl...
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.