Status of reactive parameters left open by Eiopa
Firms consider risk sharing arrangements and changes to product mix
Rob Mannix speaks to GreyCastle chief executive about its deal with XL
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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Firms consider the return of more volatile conditions
National supervisors and policy-makers join in voicing concerns
Assets backing pension liabilities will be included in SCR
Supervisors must be careful to avoid market distortions – Eiopa chairman
New bonus distribution rules would have negative effects, say practitioners
Insurers seek an easier way to generate reports as regulations rise
Assessment should be integrated in management planning
Authorities must adapt to challenge of Solvency II along with insurers
Portfolio construction and systematic trading with factor entropy pooling
Pace of regulation in Denmark a 'very heavy burden' for 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.