Legacy systems and guidance 'failure' add to challenge as deadline passes
Growing federal powers trouble state commissioners
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.
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Static transitional will smooth impact of unrealised gains on profit shares
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PRA claims it cannot offer advice until publication of Implementing Technical Standards
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Sponsored roundtable: BNY Mellon
Requirements for using deduction and aggregation method to calculate SCR of subsidiaries remain too high, insurers say
Insurance industry demands clarity on crucial elements of capital requirement
Inclusion of non-fixed-income assets in reference portfolio is 'unjustified'
Not-for-profit modelling framework aims to liberalise the catastrophe risk model industry
Recommendations over supervisory colleges, private mortgage insurance and reinsurance collateral rejected by NAIC members
Exception in draft Level 2 text could exclude active funds
Size and tenor of deals grow in importance as illiquidity premium fades
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.