National regulators to bring existing rules in line with prescriptive FSB policy recommendations on securities lending
Insurers hail downscaling of regulator’s initial plans, but concerns about consistent application remain
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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International policy-makers should offer clarity on risks posed by different activities, hears Insurance Risk Europe
ComFrame must not be prescriptive if it is to enhance supervision of international groups
Efficient committee structure central to investment strategy, Friends Life CIO tells conference
Benefit could more than triple amid hopes of a deal on Omnibus II long-term guarantees package
Insurers' efforts to develop internal models should be recognised by supervisors
Risk function has part to play in driving market value
The insurance sector needs to up its game and help companies remove new risks from their balance sheets, panellists say
Policy mistakes could still kill economic recovery, Insurance Risk Europe conference hears
Former Solvency II head at European Commission says agreement in the interests of all stakeholders
New York commissioner publicly breaks ranks claiming new system will be ineffective
Prudential Financial designation raises concerns assessment criteria not fit for purpose
Unwinding in-the-money swaps to release cash for investments and collateral management
Sars outbreak 'showed insurers not immune to interconnected global crises', says AIG Asia-Pac deputy finance chief
Data security legislation and new technologies require more sophisticated security measures, say CROs.
German MEP “appalled” by “irresponsible” council as Omnibus II trilogue negotiations resume
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.