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.
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CEIOPS published Solvency II papers to European Commission
The European Commission has published a short questionnaire concerning Solvency II.
CEIOPS has published its second Quantitative Impact Study, QIS2.
A discussion paper released by the Financial Standards Authority (FSA) and the Treasury confirms that the three-pillar structure will be applied to insurance regulation. ‘Solvency II: a new framew...
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.