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
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More Solvency ii articles
Exposure to collateralised loan obligations, infrastructure finance and high-yielding bank loans set to increase
The long-awaited impact assessment on Omnibus II’s long-term guarantees package has finally been given the green light after months of political wrangling over the terms of reference. Yet, it is naïve to think that the assessment, which will look...
Tom Rogers, Zurich Insurance Group’s head of strategy implementation, talks to Michael Faulkner about the insurer’s risk-based approach to asset allocation
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 ceiling deadline and a collapse of confidence in the...
Solvency II’s requirement for insurers to project capital calculations forward over a number of years is a significant challenge for insurers that are still grappling with modelling their year-one requirements. As Clive Davidson finds, there is significant...
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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