Cboe Global Markets, Inc. · CBOE:CBOE
Cboe Global Markets — Cboe Risk Management Conference Europe 2016
6 slides from Cboe Global Markets's conference presentation, 2016
Slide 1: Solvency II, and its effect on Asset Managers and Insurance Company
—— Solvency Il, and its effect on Asset Managers and Insurance Company By, Chakradhar Singh, CFA
Slide 2: Solvency II: What is this!!
Solvency II: What is this!! Solvency II is the most Pillar 1 consists of the significant change for the quantitative requirements (for European Insurance and example, the amount of capital Reinsurance market. an insurer should hold). Based of Risk based capital Pillar 2 sets out requirements for app
Slide 3: Solvency II: Effect on asset managers for insurance companies
Solvency II: Effect on asset managers for insurance companies Understanding of risk and transparency and availability of data Understanding various investment risks Understand balance sheet management Effective derivative overlays Availability of high quality data Details of the models used to analy
Slide 4: Solvency II: Its potential impact on the insurance sector
Solvency II: Its potential impact on the insurance sector Positive Expected Outcomes: Improved Efficiency and competitiveness of EU Insurers Recognition of diversification benefits, consolidation and improved efficiency Strengthened EU insurers’ balance sheets Optimization of Capital structure, grea
Slide 5: Solvency II: Its potential impact on the financial markets
Solvency II: Its potential impact on the financial markets Positive expected outcomes of potential portfolio allocations in favor of bonds Development of the European Corporate Markets Diversification of investment portfolio Reduction of home bias Potential negative outcomes Contained risk of financ
Slide 6: Solvency II: Introduction of new products
Solvency II: Introduction of new products Diversification encourages getting exposure to new products; which are more capital efficient Focus on shorter term of the curve As it has lower capital charge Results in steeping of the longer end(supply and demand issues) Would result in duration gap on th
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