Solvency II
WHAT IS THIS? Europe’s Solvency II directive came into effect in 2016, putting risk at the heart of a harmonised prudential framework for insurance firms. Similar in outline to the banking industry’s Basel standards, Pillar 1 sets out quantitative requirements; Pillar 2 tackles risk management and governance; Pillar 3 addresses transparency, reporting and public disclosure.
Best bank, credit and best bank overall
Goldman takes top spot thanks to long-standing commitment to insurance clients
G-Siis: regulatory clash puts derivatives use in doubt
Insurers say IAIS proposals contradict risk-based capital rules
Covered agreement the wrong path to US equivalence – NAIC chief
US supervisory rules should equal Solvency II, says NAIC chief
Insurers testing exotics for Solvency II optimisation
Dealers tackle uncertainty over basis risk
Firms tap Solvency II know-how for accounting overhaul
IFRS changes will be next challenge for European insurers
New frontiers in investment strategies – Combatting the low interest rate environment
Sponsored feature: Standard Life
Q&A: EC insurance chief on challenge of global capital rules
Insurance capital standard could mean a modified Solvency II
Bafin planning to gold-plate asset rules, insurers claim
Firms think investment limits will continue to apply after Solvency II
Disruptive technology could leave regulators behind – Stanworth
Focus on historical data is out of step with speed of change, says head of L&G Capital
Insurers turn to reinsurers for lapse risk cover
Assessing risk made difficult by behavioural influences
A vision of the future to put insurers on edge
Shareholders have shown how sensitive they are to solvency ratios
Video: RBC in Asia will lead to more sustainable insurance products
Asian countries moving towards more risk-based capital framework
UK pension reform a boost for risk-focused funds
Absolute return strategies face competition from safety-first alternatives
Re-risking the balance sheet, allocations to illiquids grow
Sponsored feature: BNY Mellon
Increased legal entity identifier issuance improves reporting
Growing LEI issuance has improved reporting, but what comes next?
Solvency II changes among ‘first actions’ in EU markets plan
Leaked document suggests intention to act quickly on infrastructure and ABS
Deutsches Risk Rankings 2015
Commerzbank tops Deutsches Risk rankings for second year in a row
Deutsches Risk survey 2015: German firms adopt wait-and-see on clearing
No scramble for OTC derivatives alternatives among survey respondents despite fears mooted carve-outs from regulation may disappear
Investors wrong-headed on solvency ratios – Bernardino
Markets must adapt to naturally volatile metrics, says Eiopa chairman
Dutch slide shows peril of lower solvency ratios
Insurers see stock prices dip after restating expectations
Volatility mispricing ripe source of profits, says Malachite
Hedge fund thinks ETFs, Solvency II and capital ratios distort volatility markets
Talanx Q&A: ‘We won’t be the last’ to exit traditional guarantees
Old-style products no longer suitable for any market, says board member
Insurers call for clarity on US agency risk weightings
Capital treatment under Solvency II unclear, say firms
The 5% trap: Solvency II brings more woe for ABS
Risk retention rules threaten to force firms to dump legacy assets