Pension fund of the year: General Healthcare Group
Deal of the year: ITV and Credit Suisse longevity swap
This panel will discuss ways to allocate resources and minimize potential exposure with a set of analytical tools to assess, simulate and quantify operational risk capital to improve business efficiency and performance across the enterprise.
More Michael Faulkner articles
Innovation of the year: Société Générale
Best bank – equity risk: Deutsche Bank
Best bank – interest and inflation risk: JP Morgan
Best bank – credit risk: Royal Bank of Scotland
Best bank – longevity risk transfer: Royal Bank of Scotland
Mortality risk transfer: Reinsurance Group of America
Actuarial modelling software: SunGard
Solvency II software package: Algorithmics
Economic scenario generation software: Conning
A new breed of copulas for risk and portfolio management
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.