Long-term solution to discount rate needed due to Solvency II delays, says regulator
Lloyds Bank one of a number sourcing assets from smaller institutions to meet demand from insurers
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More News/Insurance articles
Exposure to collateralised loan obligations, infrastructure finance and high-yielding bank loans set to increase
Sovereign-guaranteed loans provide yield boost for insurers
Third-party solutions increasingly sought by firms seeking reinsurance and retrocession
But questions remain over cost and complexity of regulator's proposals
Concerns that technical specifications may be released only days before assessment is launched
Geneva Association research shows proposals for regulating systemically risky insurers are'misguided'
Lack of product innovation means not enough products work in the low interest rate environment, panellists complain
Swiss Re infrastructure deal shows developing appetite of insurers to finance long-term projects
Increased ZZR reserves 'threat to insurers' business model'
A different track
Third-quarter results show small increase in equity exposure and lower-grade corporates
Contingent business interruption models beginning to emerge, but data a challenge
Guidance needed on treatment of with-profits fund surpluses under new supervisory regime
French regulator also considering adjusting pre-approval schedule
Regulator faces gold-plating criticism over transposition of Solvency II into sourcebook
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.