Guidance needed on treatment of with-profits fund surpluses under new supervisory regime
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Solvency ii articles
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
Regime recognition mechanism proposal should be agreed in Omnibus II, says Standard Life's Porteous
Insurance groups should ensure consistent approach to model applications across organisation, says chairman of Eiopa's internal model committee
European supervisors are taking different approaches to the Solvency II internal model approval process, says head of Solvency II project for Allianz
Made to measure
Flight to fixed income exposing reinsurers to low yields and interest and inflation risks
Insurers keen to invest in real economy, finds BaFin study, but regulatory uncertainty holding them back
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.