Asset-liability matching and diversification benefit left out
More pension schemes could take on reinsurer counterparty risk
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
More Insurance articles
Policyholders get increased share of underwriting risk return
Activity limited and dominated by a handful of firms
NAIC chief -- council should heed message to 'back off'
Status of reactive parameters left open by Eiopa
Firms consider risk sharing arrangements and changes to product mix
Rob Mannix speaks to GreyCastle chief executive about its deal with XL
Firms consider the return of more volatile conditions
National supervisors and policy-makers join in voicing concerns
Assets backing pension liabilities will be included in SCR
Supervisors must be careful to avoid market distortions – Eiopa chairman
New bonus distribution rules would have negative effects, say practitioners
Insurers seek an easier way to generate reports as regulations rise
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.