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A panel of experts discuss how improved data governance can provide business benefits for insurers
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
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A panel of experts discuss the requirements of the Risk Management Own Risk and Solvency Assessment Model Act and how insurers can effectively prepare for it
By harnessing workflow insurers can develop a more robust enterprise-wide risk management framework. This webinar, in conjunction with Second Floor, brings together industry experts to examine how t...
Solvency II presents considerable challenges for insurers and asset managers in terms of asset data management. Yet it is an area which to date has received relatively little attention. This webinar...
Local insurers are still offering products at cheaper prices compared with insurers offering risk-based capital structures compliant with Solvency II, according to Doug Caldwell, chief risk officer ...
The timing of the implementation of Solvency II and the second phase of IFRS presents a major logistical challenge for insurers which are not prepared
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.