Insurers and asset managers foresee difficulties sourcing and assigning the required asset data for their Solvency II Pillar III reporting, especially in the case of alternative assets such as infrastructure loans and structured notes.
Pillar III of the European directive mandates insurers to complete quarterly quantitative reporting templates (QRTs) detailing information on their asset holdings, including data on asset type, risk profile, geography and value.
Insurers say finding accurate and c
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Quantile, TriOptima face off in cleared swaps compression battle
- Leaked EU doc could shield legacy swaps from clearing grab
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data