Firms asked to tackle sources of intragroup interconnectedness
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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States concerned over use of ‘deregulatory' valuation approach
Medically underwritten buy-ins offer opportunities but with unique risks
Some supervisors pressing firms to risk weight sovereign bonds
Firms consider structured options for assets to meet Solvency II criteria
Industry says European Commission proposal will have negative side effects
Firms urged to rush restructuring of portfolios for Solvency II long-term guarantee measure
Rise in equity markets makes it less costly for insurers to de-risk
Insurers question whether one standard will eventually replace another
Simplified product design and buoyant equity markets combine to revive Japan VA market
Draft delegated acts suggest the last liquid point for non-euro currencies could shift
But European Commission proposals can stop insurers becoming forced sellers of low-risk securitisations
Negotiate with vendors now to secure best prices, say experts
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.