Insurers' vulnerability to events outside their control highlight the importance of risk diversity in their businesses
Sovereign bonds are free of capital charges under the Solvency II standard formula. Yet supervisors are encouraging firms to take sovereign credit risk into account in their internal models and Orsas....
In this paper (in English and German), Genscape has analysed Combined Heat and Power or Central Heat and Power (CHP)production in the German market, the challenges it raises for market participants, and the key steps required to address the fundamental lack of transparency in CHP plant production.
More Solvency ii articles
The insurance industry says measures intended to stabilise firms’ Solvency II own funds in stressed markets will have unintended consequences, making their capital ratios worse
A call for a less onerous regulatory treatment of high-quality securitisation vehicles is to be made by the ECB and Bank of England jointly at the spring meeting of the IMF in Washington this week
New technical standards shrink timeframe for submitting application by six months
Sources familiar with a draft of the Solvency II delegated acts from the European Commission say its tough line on the matching adjustment would be costly for insurers
A draft of the Solvency II delegated acts circulated informally within the industry suggests the last liquid point for non-euro currencies could shift, making it harder for insurers to hedge long-term liabilities
Proposed changes to the capital charges for securitisations under Solvency II are too limited, say experts. However, the amended charges should stop insurers becoming forced sellers of lower risk asset-backed bonds
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.
Hong Kong, 1st - 31st Dec 2014
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USA, 8th - 9th May 2014