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,...
The least squares Monte Carlo method of stochastic modelling is fast being adopted by insurers due to its simplicity and accuracy
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
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...
The impact of Solvency II on asset allocation decisions is hard to predict, particularly since the rules are not yet finalised, but two recent papers suggest that if a company wants to limit its capital requirements then asset allocation should be a key...
Aggregation services are being touted as one way to reunite a fragmented trading landscape – but they will need to navigate different trading and communication protocols, plus a market that could consolidate of its own accord. Clive Davidson reports...
One of the more radical requirements of Solvency II is full stochastic modelling, a process that is currently technologically beyond the reach of most insurers. Proxy modelling techniques have fast become a popular alternative. Clive Davidson reports...
The risk technology space has seen a spike in merger and acquisition (M&A) activity, with more deals to come – but while consolidation offers real benefits for banks and other customers, M&As can also cripple good products and harm customer service....
Last month’s Life & Pension Risk reported on how European regulators are dealing with the internal model approval process. In this month’s follow-up, Clive Davidson reports on how supervisors are dealing with ‘cherry picking’ and proportionality...
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
USA, 9th Dec 2013
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