The Solvency II timetable is a coiled spring under pressure
Slow progress on Solvency II internal model validation threatens approval, FSA warns
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
Evolution, not revolution
Commission takes legal advice on Econ committee proposals
When surrender is an option
The language barrier
Banks’ long-term funding needs will drive demand for liquidity swaps with insurers
Relief as new matching premium included in Omnibus II Econ text, but questions remain over how it will work
Powering up the engine
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.