Solvency II versus Basel III Asset Liability Management
Interesting article issued by the Deutsche Bank Research about how the Asset Liability Management differs whether you comply to Solvency II and/or Basel III international standard.
Extracts: There is a fair amount of overlap between Basel III and Solvency II. Solvency II will change the way in which insurance companies allocate their capital. Solvency II gives preferential treatment to bonds with good credit ratings and short maturities. Basel III requires banks to establish more stable, long-term sources of funding.