Questions remain on the calibration of capital requirements for operational risk under Solvency II's standard formula.
Elana Hahn joins Morrison & Foerster's capital markets group in a role that involves guiding clients through regulatory changes.
More Solvency II articles
Solvency II is set to dramatically overhaul insurers’ approach to asset allocation – with potentially dramatic consequences for the bond markets. Aaron Woolner reports
Latin American economic powerhouses Brazil and Mexico are introducing new solvency regulations in their fast-growing insurance markets. But while Mexico has gone straight for a Solvency II-type appr...
The chief risk officers’ (CRO) Forum, the industry lobbying body representing the 15 largest insurers in the European Union, has asked for the assets held by insurers to be considered when determining...
Old Mutual questions the lack of capital credit for dynamic hedging in QIS 5
Exposure draft brings convergence with Solvency II but stops short of full market consistency
Lack of Federal oversight should not be obstacle to equivalence, says key state regulator
Third-couuntry equivalence assessments should focus on whether regimes are risk-based
The fifth quantitative impact study (QIS 5) to calibrate the requirements of Solvency II – to run between August and November – “will not lead to anything of any great meaning”, according to David...
The European Commission is firm in its belief that the US insurance regulatory system needs a single figurehead in order to grant it equivalent status under Solvency II – a view not shared by Amer...
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.