News / Insurance Risk
Eiopa chair warns "stagnant" Omnibus II negotiations threaten Solvency II timetable
UK Financial Services Authority highlights problems with data control, ownership and validation
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.
More News / Insurance Risk articles
NAIC approves new principles that could increase reserves held on certain universal life products
Flight to fixed income exposing reinsurers to low yields and interest and inflation risks
Insurers keen to invest in real economy, finds BaFin study, but regulatory uncertainty holding them back
Consistency needed to ensure level playing field, argues Eiopa chairman
European Parliament plenary vote on Omnibus II will take place on November 20
Ineffective use of economic capital frameworks 'could obscure true risk profile of firm'
Tenax Capital fund will buy bank loans and provide debt capital to corporates
Current proposals would transfer risk to consumers and increase price of guarantees, argues consultancy
Will reduce capital charge by at least 75%, inter-dealer broker claims
Common framework could lead to conflicts with national regulations, experts warn, as consultation on proposals closes
European Parliament concerned about proposal which could derail negotiations on Ommibus II, warns Econ committee chair Bowles
Eiopa urged to adjust bond SCR as study by Edhec Business School suggests Solvency II could discourage insurers from long-term bond investment
European Investment Bank set to launch project bond pilot scheme in September
But relaxes solvency projection rules in updated draft level 3 guidance on Own Risk and Solvency Assessment
New sponsors contribute to near-record first-half activity setting optimistic mood for rest of the year
Negotiations to resume in September, but there are fears that deadlock will continue
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.