News / Insurance Risk
Insurer targets French mid-caps to diversify investment portfolio
In this white paper, Gordon Russell, Global Head of Risk at Broadridge Investment Management Solutions argues that the chances of survival in this new environment will be greater for funds that implement solutions to efficiently and cost-effectively manage data and risk.
More News / Insurance Risk articles
New methodology for identifying systemically important insurers published
New Omnibus II yield curve extrapolation proposals ‘a significant ALM challenge for insurers’
Swedish regulator to conduct qualitative survey on Solvency II to support Orsa development
US Solvency II position anticipated by year-end – NAIC
Standard formula for mortality and longevity risk a 'crude' measure, says Risk Management Solutions
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
And Danish regulator says there has been too much focus on Solvency II’s capital requirements
Solvency II must be implemented on time, says Länsförsäkringar Liv CFO
Insurers 'keen to close down market' in controversial investments
Insurers must supply information on third-party models in support of their internal model application
Governments should support development of longevity risk market – IMF
Slow progress on Solvency II internal model validation threatens approval, FSA warns
Record Q1 for cat bonds as pension funds increase capacity
Dutch regulator to begin Solvency II test on insurers
Commission takes legal advice on Econ committee proposals
New longevity indexes ‘a step forward’ in developing market but challenges remain
Ultra long-dated UK gilts could provide data to value long-term liabilities
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.