Capital instruments from third-country insurers must fit Solvency II
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis, encouraging insurance companies to consider use of the cl...
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More Solvency ii articles
Status of reactive parameters left open by Eiopa
Firms consider risk sharing arrangements and changes to product mix
National supervisors and policy-makers join in voicing concerns
Assets backing pension liabilities will be included in SCR
Supervisors must be careful to avoid market distortions – Eiopa chairman
Assessment should be integrated in management planning
Authorities must adapt to challenge of Solvency II along with insurers
Policy amendments a possible method to recognise future profits
Insurers prepare for greater disclosure under new reporting rules
Smaller firms struggling to meet requirements under Solvency II
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.