Solvency II
Solvency II: What is the impact of Solvency II for asset allocation? | Using of hedging strategies for portfolios via derivatives | Internal model or a standard model
Highlights
December 2016
Interview Michèle Lacroix : “SCOR has strengthened its teams to invest more heavily in bank loans”
According to Michèle Lacroix, Head of Group Investment Office at SCOR, for several years, equity exposure has been strongly reduced in the group investment portfolio in contrast to its bank loan exposure...
Interview
Marie Lemarie : “We have halved our equity exposures between 2011 and 2016”
Interview
Jean-Philippe Médecin : “Solvency II did not lead to a significant decline in our equity exposures”
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December 2016
Interview Agnès Lossi : "We expect a lot of progress in terms of dynamic balance sheet management and capital steering including their volatility, which is probably the major challenge for institutions."
According to Agnès Lossi, Partner and Director at Indefi, market risk contribution to capital requirements is high. It represents almost 50 % of the capital needs.
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Latest articles |
Popular articles |
Interview Agnès Lossi : "We expect a lot of progress in terms of dynamic balance sheet management and capital steering including their volatility, which is probably the major challenge for institutions."
According to Agnès Lossi, Partner and Director at Indefi, market risk contribution to capital requirements is high. It represents almost 50 % of the capital needs.
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