Group supervisors to determine whether European or local rules apply to non-European entities
The recent financial crises have changed the way insurers and asset managers view credit risk, revealing a fundamental misunderstanding of the risk in many companies’ portfolios. Risk managers have had...
Partial internal models are likely to play an important role in many firms’ Solvency II capital calculations, as they look for ways to make the standard formula better reflect their risk profile. Blake...
More Standard life articles
Regime recognition mechanism proposal should be agreed in Omnibus II, says Standard Life's Porteous
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 ensuring that fluctuating capital levels remain above...
The financial crisis put insurers’ liquidity under pressure when falling interest rates prompted policyholders to let their policies lapse. Now insurers and regulators are looking ahead to the potential impact of rising interest rates and how this could...
Volatility caused by annual management charges under Solvency II is a relatively new issue for insurers. What are the hedging techniques being undertaken to manage this?
Variable annuities were launched in Europe shortly before the financial crisis began but, in the face of well-documented hedging problems in the US, the market never really took off. Alex Davis investigates whether the implementation of Solvency II will...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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