According to Marie Lemarie, director of investments at Groupama SA, the conjunction of solvency and low-rate environment has militated for a reduction of the equity risk. Groupama has halved its equity exposures between 2011 and 2016.
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Solvency
Monday 29 April 2024
Articles
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Interview Marie Lemarie : “We have halved our equity exposures between 2011 and 2016”
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Interview Jean-Philippe Médecin : “Solvency II did not lead to a significant decline in our equity exposures”
Jean-Philippe Médecin, funding and asset-liability management director within the CNP Assurances investment department and its team are increasingly integrating hedges to limit the effects of market drawdowns…
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Interview Agnès Lossi : "We expect a lot of progress in terms of dynamic balance sheet management and capital steering including their volatility, which is probably the major challenge for institutions."
According to Agnès Lossi, Partner and Director at Indefi, market risk contribution to capital requirements is high. It represents almost 50 % of the capital needs.
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News European banks meet leverage mark, but could face G-SIB add-on challenge
Europe’s leading banks look generally well-placed to meet global standards on leverage to be implemented at the start of 2018, but compliance could be tested should regulators implement buffers for the biggest banks, according to data compiled by S&P Global Market Intelligence.
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News State aid rumors haunt Deutsche Bank amid capital fears
As rumors of German state intervention grow, Deutsche Bank AG is struggling to meet its capital and earnings targets, figures from S&P Global Market Intelligence show.
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