Solvency ii
Banks look to cut corners on CVA computation
Calculating credit value adjustment correctly for exotic instruments can require the simulation of scenarios within scenarios – and today’s computers may not be up to it. As a result, banks are looking...
The European Parliament’s Economic and Monetary Affairs (Econ) committee has voted and Solvency II’s protracted legislative process can move into its next phase with the trilogue negotiations. While...
The treatment of catastrophe models within Solvency II’s internal model regime raises some crucial issues for insurers. Thomas Whittaker examines the implications
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
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
Liquidity swap activity will be driven by bank funding needs, say bankers...
Liquidity swap market is expected to grow, but the European Central Bank's long-term refinancing operation has reduced demand for liquidity trades in the short-term, say bankers
UK insurers set to lobby for easing of constraints on matching adjustment...
Concern that European Parliament is bringing debate on new version of matching premium into the level 1 negotiations
Risk parity investment strategies present opportunities for insurers
The risk parity approach to investment is growing in popularity, particularly in the US. Charlotte Moore examines how insurers might use the concept in their asset allocation strategies
Insurers look to social housing to diversify asset mix
With banks pulling out of social housing and governments slashing grants, could pension funds and life insurers fill the emerging void? Blake Evans-Pritchard reports
Sponsored feature: BNY Mellon
It looks like low interest rates are here to stay for some time. Insurance companies need to work out how to place their money and how to diversify, because there is little yield to be had at the front end of the curve. How investors can play a more active...
Insurers enhance risk engines to meet Solvency II demands
The requirements of new regulations such as Solvency II are forcing insurers to update their risk technology infrastructure. Clive Davidson looks at how insurers are adjusting their risk engines in response to these demands and the challenges they face...
MEP vote on Omnibus II postponed until July
Delay to plenary vote ‘will provide crucial additional time to negotiate contentious issues’
How can investment banks use grid technology?
Learn how technology is enhancing risk management
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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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
- Finding the Right Path to Hedge Accounting
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