Solvency II
27 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.
Best Actions for Insurers in a Post–COVID-19 World
In the wake of the pandemic, insurers are now more than ever focused on “empathy”, going beyond their regular commitments to better cater to customer requirements, promote employee wellness, and provide support to their distribution channel partners. The industry has extended its help in multiple…
LDTI VS IFRS 17 - Simpler, But Not Simple
An outline of the critical areas to consider when assessing your plan for IFRS 17 and LDTI.
The path to compliance: Unwinding the insurance industry’s regulatory requirements
This white paper provides insight from a range of experts on how insurance firms can address the new regulatory landscape, and how they are approaching reporting and risk management in the wider context of current market conditions.
Asset management in the Solvency II transition
This white paper explores how the implementation of Solvency II regulation will require further refinements in the way insurers approach asset management.
Managing a Matching Adjustment portfolio
This white paper focuses on the cash flow matching approach to portfolio management; how interest rate derivatives can be used within that process; and where the investment manager can add value for its insurance clients.
Reality Bites: Exclusive keynote speaker and panelist video content from the Insurance Risk Europe conference
As we look to 2020 and beyond, hear from Paul Stanworth who discusses what our assets will be - and against what liabilities? The video explores the reality of keeping to the prudent principle of risk management in the rapidly evolving world, as well as how to evaluate risk in a competitive…
Extract long term benefit from Pillar III Reporting Data
This white paper addresses why insurers should view the data collated for Pillar III reporting as an essential information source for all strategic risk and capital decision-making within their organizations.
Cloud computing and Solvency II
The computational requirements of Solvency II are driving the need for more computing power and data storage to be accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementations, while others are taking a more cautious approach, waiting for the…
Solvency II — Setting higher goals for competitive advantage
This white paper focuses on the practicalities of the internal modeling approach to Solvency II for calculating solvency capital (Pillar 1), providing appropriate governance in the calculation process (Pillar 2) and incorporating the model results into business decisions and stakeholder reporting …
Risk Neutral Modeling for Economic Scenario Generation: In Theory and Practice
This white paper explores the theory behind and practice surrounding Risk Neutral Modeling for Economic Scenario Generation (ESG). In addition to laying out the foundations of the RiskNeutral Measure and Fundamental Theorem, this study also sets forth several practical case study examples that…