BIS - Bank for International Settlements

  • 2010 - BIS - Calibrating regulatory minimum capital requirements and capital buffers: a top-down approach - bis.org/publ/bcbs180.htm
  • 2010 01 - BIS / The Joint Forum - Review of the Differentiated Nature and Scope of Financial Regulation Key Issues and Recommendations - 128p
    • Another issue AIG had to face came from its securities lending programme.
    • AIG's insurance undertakings essentially lent securities via this programme to other financial institutions outside the AIG group in exchange for cash collateral.
    • This money was then used by AIG Investments for investments in RMBS and other debt obligations.
    • News on the weakening state of AIG caused increasing numbers of lenders to return the securities and to regain their money from AIG.
    • This caused further liquidity difficulties for AIG.
    • →  Both activities contributed to a strong need for additional liquidity at AIG in September 2008.
    • [Bonk: Both Activities = Securities Lending and AIGFP-Credit Default Swaps]
  • 1995 07 - BIS / Joint Committee - The Supervision of Financial Conglomerates - 119p

  • 2001 11 - BIS - The Joint Forum - Risk Management Practices and Regulatory Capital Cross-Sectoral Comparison - 126p
  • 2005 - BIS / The Joint Forum - Credit Risk Transfer - 103p
  • 2005 - BIS - Liquidity Risk and Contagion - 31p

  • 2001 11 - BIS / The Joint Forum - Risk Management Practices and Regulatory Capital Cross-Sectoral Comparison - 126p

  • 2010 01 - BIS / The Joint Forum - Review of the Differentiated Nature and Scope of Financial Regulation Key Issues and Recommendations - 128p
  • 2013 02 - BIS / The Joint Forum - Mortgage insurance: market structure, underwriting cycle and policy implications, Consultative document (monolines) - 30p
  • 2017 0624 - BIS / IAIS - Systemic risk from insurance product features - [link] - 26p
  • 2017 10 - BIS - Insurance supervisory strategies for a low interest rate environment - 29p
  • 2017 0624 - BIS / IAIS - Systemic risk from insurance product features - [link]26p

  • Joint Forum on Financial Conglomerates
    • The Joint Forum was established in early 1996 under the aegis of the Basle Committee on Banking Supervision (Basle Committee), the International Organisation of Securities Commissions (IOSCO) and the International Association of Insurance Supervisors (IAIS), to take forward the work of a predecessor group, the Tripartite Group, in examining supervisory issues relating to financial conglomerates. 
  • These figures illustrate the nature of the life insurance business.
  • Policyholders pay premiums to the company over the life of the policy.  (p12)

2001 11 - BIS - The Joint Forum - Risk Management Practices and Regulatory Capital Cross-Sectoral Comparison - 126p