Duration of long-term liabilities could be significantly reduced, finds Goldman Sachs analysis
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.
More Solvency ii articles
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...
Efforts to establish a 'mutual understanding' of US and European regulatory systems progressing well, says NAIC chief
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...
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...
Zurich's chief risk officer for general insurance, Steve Wilson, talks about why quantifying op risk is so important
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
And Danish regulator says there has been too much focus on Solvency II’s capital requirements
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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