Firms shrink government debt as they move to swap-based discounting
Smaller firms struggling to meet requirements under Solvency II
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Insurance articles
Designation process will be postponed until November
Companies struggling to reconcile long- and short-term views
Firms to apply sovereign crisis and 'Japanification' scenarios
ALM benefits potentially outweighed by rise in lapses
Firms asked to tackle sources of intragroup interconnectedness
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
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.