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Solvency II set to reshape asset allocation and capital markets

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
LDR  00000nam a22000004b 4500
001  MAP20110049430
003  MAP
005  20110727130829.0
008  110727s2011 usa|||| ||| ||eng d
040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎222
24500‎$a‎Solvency II set to reshape asset allocation and capital markets‎$c‎Aymeric Poizot... [et al.]
260  ‎$a‎New York‎$b‎FitchRatings‎$c‎2011
520  ‎$a‎Fitch Ratings believes that Solvency II, the new regulatory regime for European insurers from 1 January 2013, is set to transform how insurers allocate their investments. European insurers are the largest investors in Europe¿fs financial markets, holding EUR6.7trn of assets, including more than EUR3trn of government and corporate debt. Any reallocation of insurers¿f asset portfolios could therefore lead to fundamental shifts in demand and pricing for several asset classes. The new rules will force insurers to value assets and liabilities at market value when determining their solvency position, and to hold explicit capital to reflect short¿]term volatility in the market value of assets. This means that insurers' asset allocations will be heavily influenced by Solvency II capital charges reflecting the price volatility of each asset class . a fundamental change from current asset allocations, which are driven by expected long-term investment returns
650 1‎$0‎MAPA20080564254‎$a‎Solvencia II
650 1‎$0‎MAPA20080586317‎$a‎Mercado de valores
650 1‎$0‎MAPA20080584351‎$a‎Control de seguros
650 1‎$0‎MAPA20080608804‎$a‎Supervisión de seguros
650 1‎$0‎MAPA20080602741‎$a‎Normativa comunitaria
650 1‎$0‎MAPA20080582418‎$a‎Riesgo financiero
650 1‎$0‎MAPA20080587369‎$a‎Reforma financiera
651 1‎$0‎MAPA20080640255‎$a‎Unión Europea
7001 ‎$0‎MAPA20110009076‎$a‎Poizot, Aymeric
7102 ‎$0‎MAPA20080438661‎$a‎Fitch Ratings