Thought Leadership: Solvency II
Some thoughts on the potential impact of the spread risk treatment of securitisations under Solvency II, 28 June 2015
Reverse Stress Testing: The Return of 'Adequacy', May 2015
A review of the impact analysis of the level 2 implementing measures, including changes to capita charges on assets, 28 February 2015
Some thoughts on the transition to Solvency II, 4 December 2014
Solvency 2: the beginning of the end, Dec 2014
Some thoughts on the puzzling impact of Solvency II on competition, 27 November 2013
Reflections on the objective of Solvency II, 12 November 2013
Loss functions and their use in the measurement of financial risks in the context of Solvency 2 (in Spanish), Spring 2012
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Solvency II: A New Era for Insurance Regulation, December 2006