Asian regulators are turning their attention to the illiquidity premium, but defining it within an Asian context will not be easy. Blake Evans-Pritchard reports on some of the challenges
Insurers hail downscaling of regulator’s initial plans, but concerns about consistent application remain
International policy-makers should offer clarity on risks posed by different activities, hears Insurance Risk Europe
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Contingent capital bonds are becoming increasingly attractive, writes Louie Woodall. But regulatory reforms mean firms must ensure they have a firm grip on the inner workings of these products
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.