Basel III and Solvency II
59 white papers and resources
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.
Are Internal Credit Models for Structured Securities Going Away? An Analysis of the Recent Basel Consultative Document
This white paper focuses on the proposed changes and their implications for calculating credit risk capital, as well as the proposal’s integration with Basel’s other recent revisions and upcoming initiatives. The paper also discusses what next steps are expected with regard to this proposal.
Basel III Standardized Approach to Counterparty Credit Risk (SA-CCR): Adoption and Implementation Status
This white paper provides a brief introduction to the new standardized approach for measuring counterparty credit risk, its expected benefits, and its actual impacts. The paper further details the potential difficulties associated with its implementation and the current status of its adoption in…
Reading the Tea Leaves of Recent Regulatory Guidance
This white paper will explore the Federal Reserve’s “Guidance on Supervisory Assessment of Capital Planning and Positions” (SR 15-18 and SR 15-19). The paper further examines the BCBS’s “Guidance on Credit Risk and Accounting for Expected Credit Losses”.
Fundamental Review of the Trading Book: Impacts & Market Perspectives
This white paper analyses the Fundamental Review of the Trading Book (FRTB), covering its origins, responsibilities and priorities. The paper further identifies how market participants interpret the reform and examines some of the FRTB’s key issues.
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.
Enterprise Stress Testing Systems 2015: SAS Vendor Highlights
This report provides an independent evaluation and description of leading practices from SAS as well as its competitive position in the market. The report also includes a brief look at key business and regulatory challenges and focuses on the technology landscape for enterprise stress testing.
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.
Fundamental Review of the Trading Book: Impacts on financial institutions in Australia
This white paper aims to outline the Fundamental Review of the Trading Book's key requirements, and how they translate into processes in and around the trading book. It offers suggestions with respect to best practices for the design and development of a platform to meet concerns raised by…
Stress Testing: Putting the Pieces Together to Solve an Increasingly Intricate Puzzle
The global financial crisis and the aftermath that continues to unfold have created a justifiable obsession with stress among bankers and supervisors. The sharper focus has made stress testing a key component of the evolving global regulatory framework covering risk control and capital discipline.