Proposed interim measures hope to bring some regulatory consistency across Europe in the period prior to Solvency II’s eventual implementation, but supervisors are still seeking their own solution...
New framework will challenge domestic insurers, experts warn
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
Instability of capital framework should be reflected in plans for soft-launch
Insurers welcome Icas+, although uncertainty remains over future requirements
Reticence among certain insurers to quantify operational risk also to blame for lack of progress in model development
Long-term guarantees impact assessment begins, but 'disappointment' over narrow eligible assets for matching adjustment
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
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
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.