Exposure to collateralised loan obligations, infrastructure finance and high-yielding bank loans set to increase
The question is not when Solvency II will come into effect, but in what form
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 II articles
Authority promises guidelines on early implementation of risk governance and Orsa rules, but some doubt remains
Fears that delay in releasing specifications will lead to inaccurate results
In some ways, the past 12 months were easier for foreign exchange dealers than 2011, which saw the imposition of a Swiss franc peg, severe volatility in the Brazilian real, the nerve-shredding US debt...
Insurance Risk Solvency II Solutions Guide 2012/13
Supervisors say existing guidance has yet to be tested and may not work
Commission targets January start for long-term guarantees assessment
Phase-in of Solvency II a threat to level playing field, warn insurers
Swiss Re infrastructure deal shows developing appetite of insurers to finance long-term projects
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...
With regulators struggling to get comfortable with insurers’ internal models, and with the memory of the subprime crisis still lingering, the question of how to ensure that the models are robust i...
Eiopa chairman says it is time to 'move on' with Solvency II as lack of certainty is threatening EU's credibility
Guidance needed on treatment of with-profits fund surpluses under new supervisory regime
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.