The start of Europe’s new risk reporting regime was delayed by the drawn-out legislative debate on CRD IV, but that hasn’t given the industry much more time to prepare. Technical detail was publ...
As insurers begin to conduct dry runs of their reporting schedules in preparation for the various conflicting regulations coming into force, it is becoming clear just how difficult compliance is goi...
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Clive Davidson articles
Pick and mix
As insurers look for ways to improve the speed of their modelling calculations, some are turning to microprocessors originally developed for computer graphics in games consoles to increase calculati...
The move towards OIS discounting is proving difficult enough for banks in US and European markets but firms in Asia are facing the added difficulty of a dealing with multiple currencies
Crunch time for data
Jumping the hedge
Security in lending?
Cloud technology potentially offers insurers an efficient way to undertake the huge amount of actuarial and risk modelling calculations that need to be performed. But with concerns around data secur...
Structured Products Technology Rankings 2013
The NAIC’s proposals for a principles-based approach to reserving for life products has largely been met with agreement from most US states. But with the New York and California state regulators d...
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.