Solvency II
47 white papers and resources
Below you will find Solvency II white papers and industry reports that set out the latest market developments, and what you need to do so your organisation meets the mentioned requirements. Solvency II is an essential review of insurance regulation on solvency within Europe. It sets out to change the capital requirements and risk management standards for the insurance industry. Most European insurers are expected to implement all changes in January 2013 - with an estimated total cost of €2-3Bn over 5 years.
ORSA and Enterprise Risk Management
This whitepaper focuses on enterprise risk management as the foundation for regulatory compliance and strategic business decision making. For insurance organizations that are required by regulators to implement an ORSA program, it also provides a framework and the processes that will produce a…
Practical considerations for ORSA modelling
This paper outlines three key areas of the ORSA requirements, for which we observe a need for further improvement to actuarial modelling techniques. The ORSA guidance establishes that an ORSA report should contain analysis that includes:a) A forward looking assessment of risk and solvency levels…
Understanding ORSA, A Global Regulatory Regime for Insurers
Read this whitepaper to:Understand how the ORSA regulations developed globally Review ORSA framework information for 15 jurisdictions Read about the latest changes to ORSA regulatory regimes
A sophisticated approach to capital modelling
How can you stop seeing regulatory change as an obstacle, and start seeing it as an opportunity? As regulators in the insurance sector increase their focus on risk management, insurers need to respond quickly to put new systems and processes in place.
Special report: Non-traditional assets
By downloading this special report you will gain access to a collection of articles and case studies that focus on non-traditional assets.
2012/2013: Challenging years for European asset managers
European asset managers face significant regulatory challenges. The impact of new regulation will be substantial and will cause upheaval and change in the sector. This white paper summarises European and US areas of regulation that will impact European asset managers.
The impact of Solvency II on bond management
This white paper analyses the bond Solvency Capital Requirement as a risk measure, the effects of this risk measure on bond management within a return volatility-Value-at-Risk-SCR universe, and whether Solvency II will lead to a new bond hierarchy and arbitrage opportunities.
Transparency in fund investments - a capital advantage
This article discusses how look-through approach can be used to improve risk management and capital efficiency for an insurance company investment in a pooled fund within the context of the requirements under Solvency II.
Putting cash to work - Now and post Solvency II
It looks like low interest rates are here to stay for some time. Insurance companies need to work out how to place their money and how to diversify, because there is little yield to be had at the front end of the curve. How investors can play a more active role in reviewing and structuring their…
Solvency II – Market risk: Getting off the data starting blocks
The associated asset data challenges under Solvency II are more complex than some insurers think and should not be ignored, as Peter Luckhurst, senior product manager at BNY Mellon Asset Servicing, exposes.