Beware of too much faith in capital requirements, says NAIC
Solvency II introduces a new EU-wide regulatory approach to determine capital adequacy for meeting an insurer’s true risks. Due to come into force in 2012, Solvency II promises a more sophisticate...
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Eiopa: Internal models beneficial under Solvency II
New risk-based capital rules for insurers could help demand for products with principal protection, say bankers
UK annuities providers cannot price for gender, but must still reserve capital for it
A level playing field
Standard formula is up to double industry view of nat cat risk
Mark Stephen has succeeded Andrew Kail as head of UK insurance business at consultants PricewaterhouseCoopers (PwC). London-based Stephen will focus on regulatory, risk and economic changes taking place...
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.