Look-through Symposium: a regulator’s view
Solvency II Wire In-depth discussion of the Pillar III look-through reporting requirements.Look-through Symposium: a regulator’s view Guest
View ArticleIntroduction to the Look-through Symposium
Solvency II Wire In-depth discussion of the Pillar III look-through reporting requirements.Introduction to the Look-through Symposium Gideon Benari
View ArticleLook-through Symposium: an insurer’s view
Solvency II Wire In-depth discussion of the Pillar III look-through reporting requirements.Look-through Symposium: an insurer’s view Guest
View ArticleLook-through Symposium: an asset manager’s view
Solvency II Wire In-depth discussion of the Pillar III look-through reporting requirements.Look-through Symposium: an asset manager’s view Guest
View ArticleLook-through Symposium: regulator’s response
Solvency II Wire In-depth discussion of the Pillar III look-through reporting requirements.Look-through Symposium: regulator’s response Guest
View ArticleLook-through Symposium: insurer’s response
Solvency II Wire In-depth discussion of the Pillar III look-through reporting requirements.Look-through Symposium: insurer’s response Guest
View ArticleLook-through Symposium: asset manager’s response
Solvency II Wire In-depth discussion of the Pillar III look-through reporting requirements.Look-through Symposium: asset manager’s response Guest
View ArticleLogistical and technical challenges for look-through reporting
Solvency II Wire TPA's perspective on look-through reportingLogistical and technical challenges for look-through reporting Guest
View ArticleProcessing data for look-through reporting
Solvency II Wire Detailed look at preparing fund data for Solvency II reporting.Processing data for look-through reporting Guest
View ArticleSolvency II News: interim measures may apply by 2014
Solvency II Wire Update on EIOPA's Solvency II interim measures.Solvency II News: interim measures may apply by 2014 Gideon Benari
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Testing the “risk-freeness” of sovereign bonds
An examination of the treatment of sovereign debt in the Solvency II SCR.
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Solvency II News: Delegated Acts timeline update
Some changes made to securitisation charges yet to be integrated into final text.
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Solvency II News: Stop “fetishizing” calibration of assets – Special Feature
Alternative perspectives on long-term investment incentives.
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Solvency II Wire Regular Meeting Group report, March 2016
French industry discusses implementing Solvency II.
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Drilling down into the asset base of the German insurance industry
German insurance market exposure to bonds, property and related undertakings.
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99 insurers sailing close to the wind
Analysis of the lower end of the SCR ratio spectrum.
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Northern Exposure – Alternative asset allocation in the Nordics
Alternatives are a hot-topic asset at the moment and hopes are still pinned on the insurance industry making massive forays into this asset class to provide investment in the real economy. In this note...
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Experimental financial statistics for UK insurance sector using Solvency II data
Integrating the Solvency II data in broader economic analysis.
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