Following Ireland’s bail-out in November, bank risk managers accept the eurozone crisis is here to stay and are trying to guard against the worst. Some are looking for practical responses, others for...
A proposed new modelling framework from the Dutch insurer's US arm uses cost of capital in an analogous role to the market price of risk in traditional pricing theory to value long-dated options embedded...
Classical with-profit life insurance products are traditionally backed by a buy-and-hold bond investment strategy. Using book-value accounting for such products tends to lead to a design of the guarantee...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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The Basel Committee is preparing to conduct a fundamental review of its trading book rules in 2011, even before a package of changes to the market risk framework has come into force. What are regulators trying to achieve and how is the industry responding?...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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