The Prudential Regulation Authority is quietly developing its transitional risk-based capital modelling regime to help insurers prepare for Solvency II. But many aspects of how Icas+ will operate remain...
The European Insurance and Occupational Pensions Authority (Eiopa) is currently consulting on interim measures, covering areas such as risk governance and reporting, to help supervisors and firms prepare...
With the implementation of Solvency II now almost certainly delayed for at least two years, UK annuity providers are beginning to reassess their credit asset allocation strategies, as they look to optimise...
More Solvency ii articles
As banks have pulled back from funding infrastructure projects, life insurers have stepped in to fill the void, but deals remain limited in scope. Blake Evans-Pritchard reports
Head of the PRA plans to use early warning indicators in supervisory work, notwithstanding the risk of EU challenge
Sponsored by Credit Suisse Fund Services and Société Générale Securities Services, and in partnership with the Association of the Luxembourg Fund Industry (Alfi), a panel of experts convened at the Alfi Spring Conference in March to discuss the outlook...
Moves to central clearing of many derivatives will mean hedge assets and margin will be valued using the overnight interest rate. Yet insurers’ liabilities are still valued with reference to a Libor rate. For those insurers that are significant users...
Political focus on promoting long-term finance could be detrimental to insurance industry, warns European Commission's former Solvency II leader
Karel Van Hulle was instrumental in the introduction of the Solvency II Directive. He speaks to Insurance Risk about his views on the progress of the regime and what retirement holds for him
Current specification is ‘counter-intuitive’, say industry experts
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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