Solvency II – Market risk: Getting off the data starting blocks
Clash of the titans
State of the art
This webinar looks at the current state of enterprise stress testing and unveils findings of a new study on Enterprise-level Stress Testing (one of several research papers in Chartis' The Risk Enabled Enterprise ® research program)
More Solvency ii articles
Out of proportion?
Regulator updates internal model approval process
Capital charge should better reflect real risk of underlying assets, says asset manager, as survey finds insurers are looking to increase exposure to alternative assets
Eurozone instability making application of harmonised Pillar 1 ‘difficult’
New approach needed for US, says European Commission, as seven countries identified for assessment
Bernardino urges rapid vote on Omnibus II and a clear Solvency II timetable
Asia’s risk assessor
Arguments on artificial volatility dampeners must focus on fundamentals if political consensus is to be reached, warns Skinner
Calls for standard formula calibrations to be reduced further
Demand for covered bonds and shorter duration corporate paper likely to increase, according to exclusive analysis by economists at Dutch central bank
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.