Dubbed 'Basel for insurers', operational risk management under the Solvency II regime is still mystifying most in the insurance world. This case study highlights the basic issues to consider.
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Solvency II articles
Three industry experts spoke at an exclusive Operational Risk & Regulation webinar on operational risk and Solvency II and the challenges facing insurance firms today
With the implementation measures of Solvency II being finalised, the optimal complexity of internal models - how to best account for risks with as few redundancies as possible - is of great importance....
View Webinar -- Best Practices for Meeting the Solvency II Operational Risk Challenge Solvency II introduces a new EU-wide regulatory approach to determine capital adequacy for meeting an insurer's true...
The UK's buyout sector went through a period of dynamic growth in the middle part of this decade, as Legal & General and Prudential's duopoly was broken by a number of new entrants. Some of these new...
An interview with Gabriel Bernardino, chairman of Ceiops
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.