News / Insurance Risk
Regulator faces gold-plating criticism over transposition of Solvency II into sourcebook
Suggestions that regulator is already beginning to apply Solvency II assumptions to capital calculations
Solvency II must be completed this parliamentary term, insists Econ chair Sharon Bowles
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.
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Standard formula is too harsh and fails to reflect real risk of long-term finance, say insurers
Modelling and regulatory impact of new asset classes must be considered in search for higher yield
Lack of data could force insurers with non-standard catastrophe risks to use internal model, warns Insurance Europe
Greater transparency could be beneficial, but care must be taken over what is disclosed, speakers say
Regime recognition mechanism proposal should be agreed in Omnibus II, says Standard Life's Porteous
Insurance groups should ensure consistent approach to model applications across organisation, says chairman of Eiopa's internal model committee
European supervisors are taking different approaches to the Solvency II internal model approval process, says head of Solvency II project for Allianz
Eiopa chair warns "stagnant" Omnibus II negotiations threaten Solvency II timetable
UK Financial Services Authority highlights problems with data control, ownership and validation
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'
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.