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...
Automated trading not to blame for higher equity volatility during the crisis, says senior quant
A new focus on tail risk is making stress testing a key tool for banks - and also for their regulators.
More Market risk articles
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?...
Plans to overhaul the Basel trading book in 2011 have raised concerns about implementation targets
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
UK, 18th Mar 2015
Australia, 12th - 13th Aug 2014
Australia, 14th Aug 2014
USA, 20th - 21st Aug 2014