Solvency ii
Keeping above the capital floor
Solvency II is expected to give rise to significant volatility in insurers’ capital own funds due to the regime’s market-consistent view of the economic balance sheet. Managing this volatility and...
The withdrawal of banks from the longevity swaps market is presenting opportunities for insurers to muscle in. But while pension schemes may be keen to offload longevity risk to the insurance market, pricing...
European Parliament plenary vote on Omnibus II will take place on November 20
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
More Solvency ii articles
Hedge fund enables insurers to capitalise on bank deleveraging
Tenax Capital fund will buy bank loans and provide debt capital to corporates
Q&A: Sharon Bowles, Econ committee chair, on the Omnibus II trilogues
With an agreement on Omnibus II still to be found, Thomas Whittaker asks Sharon Bowles MEP, chair of the European Parliament’s Economic and Monetary Affairs Committee (Econ), about whether an agreement can be reached and if the January 1, 2014 implementation...
An alternative model for extrapolation
The proposed method for extrapolating the risk-free yield curve under Solvency II could have serious consequences for insurers, changing their risk profile and distorting the swap market. As a result risk management will become more complex and potentially...
Policy-makers urged to widen scope of matching adjustment 'for good...
Current proposals would transfer risk to consumers and increase price of guarantees, argues consultancy
Tullett Prebon launches private equity hedge for Solvency II
Will reduce capital charge by at least 75%, inter-dealer broker claims
Council proposal on life morbidity insurance threatens compromise on...
European Parliament concerned about proposal which could derail negotiations on Ommibus II, warns Econ committee chair Bowles
Standard formula ‘an inadequate risk measure’ for high-risk bonds
Eiopa urged to adjust bond SCR as study by Edhec Business School suggests Solvency II could discourage insurers from long-term bond investment
How can investment banks use grid technology?
Learn how technology is enhancing risk management
Technology can provide a competitive advantage in banking. How it is applied by Tier 1 and Tier 2 institutions, to the benefit for their risk management systems, is discussed.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
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The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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