FSA developing early warning system for internal models
Asset managers seek to standardise Solvency II asset data provision, but industry-wide solution presents challenges
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Solvency II articles
A deal is needed on Omnibus II, even if it is not perfect
Uncertain regulatory and economic environment increases risks associated with liquidity trades, warns Fitch
Further trilogue scheduled as policy-makers seek compromise on package for long-term products before summer recess
Risk management still immature at many firms, warns Evelyn Bourke
Divide and rule
Companies will not receive any more guidance from FSA on Orsa development
Solvency II rules are expected to generate a system in which improved risk management, including management of operational risk, is provided to insurers through a lower charge of solvency capital. Based...
Formula for risk control framework can optimise equity risk capital costs, claims research body
Former CRO of SEB Life calls for a moratorium on Solvency II implementation in order to enable insurers to focus on recovery
Solvency II and the economic environment – The effect on Italian insurance
New Omnibus II yield curve extrapolation proposals ‘a significant ALM challenge for insurers’
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.