EU to pursue covered agreement with FIO, bypassing state regulators
Proposed rules under Emir could deter hedging, says association
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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Join our study of approaches to central clearing from insurers
The computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis, encouraging insurance companies to consider use of the cl...
More pension schemes could take on reinsurer counterparty risk
Policyholders get increased share of underwriting risk return
Activity limited and dominated by a handful of firms
NAIC chief -- council should heed message to 'back off'
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.