EC outlines potential route for US insurance regulatory regime being granted equivalent status to Solvency II
Reduction in risk appetite and regulatory crackdown causing increase in long-dated skew, say equity derivatives dealers
Questions remain on the calibration of capital requirements for operational risk under Solvency II's standard formula.
More Solvency II articles
Elana Hahn joins Morrison & Foerster's capital markets group in a role that involves guiding clients through regulatory changes.
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...
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