Solvency ii
Sponsored roundtable: Solvency II and the economic environment – The...
A panel of experts convened in Milan to discuss a range of issues currently affecting the Italian insurance industry, including the impact of regulatory decisions on Italian insurance companies and, conversely,...
Duration of long-term liabilities could be significantly reduced, finds Goldman Sachs analysis
As the banking sector deleverages, the loan portfolios put up for sale could be attractive to insurance companies. But the structure of these assets and the potential regulatory treatment can make these...
Don't get left behind
How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Solvency ii articles
South Africa: regime change
As South Africa’s insurers prepare for a risk-based solvency regime, it appears that the new capital rules could benefit life insurers, but non-life companies may not be so well off. Blake Evans-Pritchard reports
Targeting currency risks
Solvency II is expected to impose a specific capital charge on currency mismatches between assets and liabilities for European insurers and re-insurers, bringing currency risk under the regulatory spotlight for the first time. Although forex managers...
US Solvency II position anticipated by year-end – NAIC
Efforts to establish a 'mutual understanding' of US and European regulatory systems progressing well, says NAIC chief
Reviving securitisation: regulators send mixed messages
Regulators are talking about reviving the securitisation market as a solution to European bank funding pressures – and the door has been opened to counting mortgage-backed debt as a liquid asset. But the market also faces regulatory headwinds. Mark...
Omnibus II: from technical debate to political games
The development of Solvency II is in a crucial phase. The three key European law-making institutions – the European Parliament, European Council and European Commission – are engaged in the so-called ‘trilogue' negotiations to agree the final text...
Regulation, quantification and cyber risk at Zurich
Zurich's chief risk officer for general insurance, Steve Wilson, talks about why quantifying op risk is so important
Smoothing the flow: integrating workflow in Solvency II
Insurers need to overhaul their approach to dealing with the flow of data within their organisations, if they are to comply with all of the requirements of Solvency II, not just Pillar I. Clive Davidson reports
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
Related conferences
-
Risk OTC Derivatives Clearing Summit
USA, 5th Jun 2013
-
Quant Congress Europe
UK, 12th Jun 2013
-
Risk and Return Brasil - Portuguese
Brazil, 12th Jun 2013
-
Risk & Return Brazil - English
Brazil, 12th Jun 2013
-
What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
Related training
-
Nexus-Risk Training
Canada, 21st - 16th Oct 2013
-
Gas Portfolio Optimisation
UK, 22nd - 23rd May 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Market Data, Reference Data & Technology Training
Canada, 10th - 14th Jun 2013
Updating your subscription status 
Risk IPad Apps
Email alerts
Weekly poll
Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
Related Jobs
