Long-term guarantees impact assessment begins, but 'disappointment' over narrow eligible assets for matching adjustment
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...
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementation. Others are taking a more cautious approach, waiting for the industry to address key concerns such as security before they to embrace computing.
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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...
Solvency II is driving the biggest shake-up of the European insurance industry for decades and its impact is being felt across the globe. Insurers are relying on technology to help them meet their obligations under the new regime, from measuring risk...
Supervisors say existing guidance has yet to be tested and may not work
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.