Pension fund of the year: General Healthcare Group
Deal of the year: ITV and Credit Suisse longevity swap
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.