Risk management still immature at many firms, warns Evelyn Bourke
Companies will not receive any more guidance from FSA on Orsa development
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Michael Faulkner articles
Formula for risk control framework can optimise equity risk capital costs, claims research body
Solvency II presents considerable challenges for insurers and asset managers in terms of asset data management. Yet it is an area which to date has received relatively little attention. This webinar...
New Omnibus II yield curve extrapolation proposals ‘a significant ALM challenge for insurers’
It is well known that the quanto adjustment in the drift of the underlying has a significant impact on the prices of quanto options. Alexander Giese points out that an additional quanto adjustment...
The development of Solvency II is in a crucial phase. The three key European law-making institutions – the European Parliament, European Council and European Commission – are engaged in the so-called...
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
Smoothing the flow
And Danish regulator says there has been too much focus on Solvency II’s capital requirements
Solvency II must be implemented on time, says Länsförsäkringar Liv CFO
Insurers must supply information on third-party models in support of their internal model application
The Solvency II timetable is a coiled spring under pressure
Governments should support development of longevity risk market – IMF
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.