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
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Solvency Ii articles
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
Long-term guarantees measure likely to be subject to regulatory approval
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...
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
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.