Supervisors say existing guidance has yet to be tested and may not work
Commission targets January start for long-term guarantees assessment
More Solvency II articles
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
Impact study on long-term guarantees package is crucial for devising new Solvency II timetable
Switching to swaps
Axa CFO warns of the counter-cyclical tools in Solvency II
Ferma forum hears that Solvency II delays will not affect competition
Standard formula is too harsh and fails to reflect real risk of long-term finance, say insurers
By harnessing workflow insurers can develop a more robust enterprise-wide risk management framework. This webinar, in conjunction with Second Floor, brings together industry experts to examine how t...
Modelling and regulatory impact of new asset classes must be considered in search for higher yield
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.