Risk has recently carried much debate about the curves to be used for discounting derivatives transactions. Lindsey Matthews and Luca Bosatta present a related new methodology for calibrating credit curves...
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.
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The inflation market has had a challenging 18 months since the collapse of Lehman Brothers in September 2008. In the immediate aftermath, banks sold inflation-linked bonds that had been used to hedge swaps as part of a general reduction of balance sheets,...
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