Bankers point to opportunity for insurers to load up on short-dated credits
Buyers must avoid being hooked by unforeseen capital charges
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Solvency II articles
Insurers left uncertain about treatment of derivatives and equity release
Industry still split on inclusion of spread risk in calculation
Use of volatility adjustment for third-country subsidiaries also in doubt
Deputy director-general explains approach of Danish FSA
Eiopa's Jarl Kure: 'there's still a lot to do'
Danish regulator says investment activities will be transformed
KPMG survey suggests minority of insurers will follow Allianz and Prudential
Adjustment to discount curve adds complexity to task of hedging liabilities
Firms need technology solutions that can update in line with regulation
Regulator challenges "mechanistic re-application" of matching adjustment
Change to definition of unit-linked expenses would increase firms' SCR
Why insurers are choosing standard formula over internal model
Single process would reduce costs and time involved in applying for adjustments
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.