Solvency ii
Calls for standard formula calibrations to be reduced further
New risk parameters will increase capital requirements for some business lines
Demand for covered bonds and shorter duration corporate paper likely to increase, according to exclusive analysis by economists at Dutch central bank
The eurozone sovereign debt crisis has focused the minds of structured products investors on counterparty risk. Concerns about the size of sovereign debt holdings, as well as access to US dollar funding,...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Solvency ii articles
Hedge fund derivatives house of the year: Deutsche Bank
Some hedge fund investors are getting jumpy. It’s been more than three years since the surge of hedge fund redemption requests following the market turmoil in 2008 caused many funds to impose gates and halt redemptions – and many are still locked....
Insurance risk manager of the year: RSA
The deadline for Solvency II implementation has long been a moving target – and European legislators agreed last year to give insurers an extra year to comply, with the regulation now due to come into full effect from 2014. Even then, some participants...
Sovereign risk poses greatest threat to European insurers
Eiopa stress test shows threat to insurers of low interest rates
Solvency II asset charges will not stop insurers funding banks
Solvency II is expected to lead to changes in insurers’ investment strategies. Janko Gorter and Melle Bijlsma argue that the effects on the financial markets and the real economy may not be as significant as some have suggested
“Solvency II is good for you”
This will be a critical year in the development of Solvency II. Karel van Hulle, the man leading the European Commission’s work on Solvency II, proclaimed at a recent conference: “We are almost there.” Yet there is much to be done and there are...
How insurers are dealing with internal model validation
Model validation is a key element for internal model approval under Solvency II, but it is one of the most demanding. Clive Davidson reports on how insurers are meeting the challenge
Warm words from van Hulle on counter-cyclical tools, but questions remain...
Calls for guidance as FSA provides relief to insurers on dual-capital model concerns
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.
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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
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