How and why the banking Liquidity Coverage Ratio could change Solvency II capital requirements.
The impact of LCR easing on Solvency II
Tag Archive for Basel III
Challenges to discounting liabilities for Solvency II
High-level roundtable deliberates treatment of for long-term guarantee products.
Countercyclical regulation in Solvency II: Merits and flaws
Six academics question the use of a Counter Cyclical Premium for Solvency II.
Solvency II and the Corporate Treasurer
Solvency II could further damage an already deteriorating corporate funding market.
When Solvency II becomes Solvency III
When does a ‘bug fix’ become the next version? And will Solvency II become Solvency III?
Solvency II in the media
A review of Solvency II coverage in mainstream media. Is anybody listening?
Solvency II News: Deutsche Bank & IIF reports, EIOPA equivalence consultation
Deutsche Bank & IIF reports, EIOPA equivalence consultation
Lessons (not) learnt from Basel II
Despite the failings of Basel II, it offers useful and important lessons that may hold the key to successful implementation of Solvency II.
Solvency II news: 30 May 2011 covered bond bonanza, captives
Covered bonds, captives, credit ratings, tweets. “US proposals would add student or car loans that could attract different investors drawn to risk rather than stability.”
Solvency II news: 23 May 2011 Covered Bonds, XBRL
Covered bonds, Solvency II deadline, XBRL reporting, tweets. “covered bonds get a relatively favourable treatment under Solvency II”
Solvency II news: 31 March 2011
Contents: global insurance supervision, illiquidity premium criticized, standard model, banks v insurers on bonds II Tottering toward global insurance supervision A lack of consistency in global regulation is costing the insurance industry an extra $25 billion a year. The FT reports that the figure, calculated by KPMG, highlights the differences in international regulation between the…
Solvency II news: 29 March 2011
Contents: banks vs insurers over bonds, S&P’s new ‘M-factor’, impact of Solvency II on European equities markets Conflict between banks and insurers over long-dated bonds As banks must issue more long-dated bonds under Basel III, insurers shun these bonds under Solvency II. Bloomberg reports that higher charges may drive insurers to hold short-dated bonds and…