Insurers are under increasing pressure to plan access to collateral
Changes will prevent stakeholders raising 'red flags' to certain proposals
A universal law for optimally dealing with proportional transaction costs
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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Relaxation of foreign asset classification drives increase in demand
Insurance industry responds to IAIS consultation on key G-Sii measure
Why insurers are choosing standard formula over internal model
Single process would reduce costs and time involved in applying for adjustments
Long-term guarantees measure likely to be subject to regulatory approval
EU to pursue covered agreement with FIO, bypassing state regulators
Proposed rules under Emir could deter hedging, says association
Join our study of approaches to central clearing from 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.