Insurers would value a considered and coordinated approach
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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Status of reactive parameters left open by Eiopa
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Assets backing pension liabilities will be included in SCR
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New bonus distribution rules would have negative effects, say practitioners
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Assessment should be integrated in management planning
Authorities must adapt to challenge of Solvency II along with insurers
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.