Presentation

Solvency II - not just an insurer´s problem

Solvency II changes the relationship between assets and capital as well as the way in which asset managers interacts with insurers on data transfer, regulatory reporting and product development. With the implementation deadline looming in January 2016, asset managers are increasingly being asked to be involved in helping insurers optimise their asset management process. In this session we will explore: The relative attractiveness of assets from a return vs capital perspective. - What are the capital penalty for risky assets
- Understanding derivative usage and counterparty risk treatment
- How to include cost of capital and hurdle rate for investment The business implication of complying with Solvency II for asset managers

- Developing regulatory reporting and organising data transfer
- Incorporating capital in investment mandates and creating Solvency II products
- Managing uncertainties and interpretation of the Solvency II rules