Failures observed in valuation governance, documentation and models
€750 million collective fund to invest in loans to mid-cap corporates to be launched next year
Controversial Smith-Wilson technique expected to be confirmed in level 2 implementing measures
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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Generali sets trend with innovative rebalancing mechanism
Lack of data and market fragmentation also challenging, say insurers
Firms expected to reduce exposure to equities and buy protection in response to transitional solvency regime.
European regulators prepared to reopen Solvency II to comply with future international quantitative standard
Ceiling on BBB-rated bonds and forced sale on downgrade removed from final Omnibus II compromise text
A finer grain
Dual-reporting could confuse investors and undermine confidence in the LTG package, say experts
Calls to delay December implementation fall on deaf ears
More generous long-term guarantees package and long transitional period in deal
Increased activity forecast for 2014, but rumoured supply overload unlikely
Profound changes expected to long-term guarantees package
Basis risk continues to worry pension funds, consultants say, despite the latest attempt by Deutsche Bank to create a flexible index-based longevity hedge
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.