Banks are gearing up to meet strict new Basel III rules on counterparty credit risk, including a new charge for credit value adjustment, as well as the Basel 2.5 package of market risk capital amendments....
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Clive Davidson articles
Build or buy? It’s a key decision in every big IT project, and the shift to OTC clearing is one of the biggest the industry has faced. Many dealers are adapting existing in-house systems, but vendors are also pushing off-the-shelf solutions
Just over 60% of respondents plan to up their technology spend next year, with market risk systems the main beneficiary
Build or buy? It’s a key decision in every big IT project, and the shift to over-the-counter clearing is one of the biggest the industry has ever faced. Many dealers are adapting existing in-house systems, but vendors are also pushing off-the-shelf...
The least squares Monte Carlo method of stochastic modelling is fast being adopted by insurers due to its simplicity and accuracy
A big chunk of tomorrow’s over-the-counter market could look something like today’s equity markets – fragmented, standardised, automated – and dealers plan to expand their existing algorithmic trading businesses as a result. To find out what the...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
Australia, 5th - 7th Mar 2014
South Africa, 12th - 14th Mar 2014
UK, 12th Mar 2014
UK, 13th - 14th Mar 2014
UK, 13th Mar 2014