Features/Regulation
Harmonisation continues to tax European policymakers
As regulators grapple with the requirements of Solvency II, finding a consistency in supervision for all countries was never going to be easy. Thomas Whittaker reports on the challenges member countries...
The move to discounting liabilities using swap rates under Solvency II will present challenges for UK with-profits funds that have been used to matching cashflows using gilts. Against the backdrop of a...
Reverse stress testing is set to become standard practice under Solvency II as part of the validation process for internal models, yet for most European insurers such tests are a new concept. Clive Davidson...
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 Features/Regulation articles
Banks pull back in face of RDR costs
Record fines and billion-pound compensation costs for mis-selling have become regular headlines for the banking sector. In the UK, the RDR aims to put an end to any wrongdoing or mis-selling in the world of financial advice, but at what cost to firms...
Insurers assess partial models to reflect risk profile
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 Evans-Pritchard looks at how the models are being...
Section 716: The do-nothing approach
Dodd-Frank’s swaps push-out rule takes effect for non-US banks in July 2013, but many are said to be doing nothing to prepare – a gamble that the requirement will be repealed before it can force them to restructure their business. Peter Madigan reports...
Indirect clearing: The capital conundrum
Draft European Securities and Markets Authority rules on indirect clearing caused uproar when they appeared in June. The regulator removed the most controversial elements in its final text, but dealers are still in the dark about the capital treatment...
Standard docs may not prevent clearing contract crunch
A lack of standard documentation has held up the growth of client clearing, so the launch of a new Futures Industry Association-International Swaps and Derivatives Association contract should speed things up – but it’s not a panacea. Lukas Becker...
Systemic risk methodology continues to worry insurers
The insurance industry is worried that new proposals for identifying global systemically important insurers fail to distinguish them properly from the banking sector. Insurers, they argue, represent a much lower systemic threat than banks, and they are...
UK regulation after the breakup of the FSA
The UK's financial regulator, the FSA, is to split into two entities: the Prudential Regulatory Authority and the Financial Conduct Authority. There will be some overlap between these two bodies, which may lead to complications for dual-regulated firms,...
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Using market and credit risk analytics to strengthen performance
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