IIF Insurance Colloquium - 22-23 Sept. 2016 Basel
SESSION 9: THE FINANCIAL MARKETPLACE CROSS-SECTORAL REGULATORY SPILLOVERS "How can insurers be systemic for banks; how can banks be systemic for insurers?" Dominique Durant - Research Directorate ACPRThe ideas expressed in this paperare the ones of the authors and do not necessarily reflects the
opinion of the Autorité de contrôle prudentiel et de résolution
RESTREINT
Cross-sectorial regulatory spillovers depend closely on the regulation and measurement tools implemented
The IAIS stated in 2011 that insurances companies can have an
impact on the overall financial system because:
insurance groups and conglomerates can be engaged in non-traditional (NT) or non-insurance (NI) activities that make them more vulnerable to financial markets
insurers are connected to the broader financial system and are thus exposed to the same risks than the other financial institutions
These are the two direction on which we will build a presentation
Implications of the BCBS and IAIS methodology for assessing SIFIS
Accounting VS prudential scope of consolidation
Expected impact approach VS activity based approach
The merits of the conglomerate approach
The tools available tomeasure interconnectedness
Metrics based on market data
Analysis based on French prudential data
The data gap initiative
Implications of the BCBS and IAIS methodology for assessing SIFIS
Accounting VS prudential scope of consolidation
Expected impact approach VS activity based approach
The merits of the conglomerate approach
The tools available to measure interconnectedness
Metrics based on market data
Analysis based on French prudential data
The data gap initiative
French Prudential Supervisory Authority published this content on 12 January 2017 and is solely responsible for the information contained herein.
Distributed by Public, unedited and unaltered, on 12 January 2017 14:40:05 UTC.
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