Are insurers prepared for central clearing of OTC derivatives?
With long-term bonds in short supply and falling interest rates putting pressure on earnings, Asian insurers are considering giving up on asset-liability matching in order to chase yield. Blake Ev...
Ultra-low rates forcing companies to shift focus from asset-liability matching
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Michael Faulkner articles
Insurance Risk launches updated, interactive iPad app
Effective and prudent solution needed on Solvency II matching adjustment, says Bailey
Long-term guarantees assessment threatens to open more divisions in Omnibus II talks
Concerns that Eiopa's proposals will not work and could delay Solvency II
Concerns Solvency II-based risk-free curve could be distorted by speculators as market begins to adjust ALM hedges
Swedish regulator will not make guidelines legally binding on firms
Guidelines 'necessary for convergence' but fears of two-speed implementation
Solvency II must support long-term guarantees but insurers must develop simple products, says Nordea Life and Pensions CRO
Risk-managing the next generation of savings products
Guidelines necessary to achieve convergence and improve quality of preparations, says Eiopa chairman
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.