Third-quarter results show small increase in equity exposure and lower-grade corporates
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Dutch regulator to begin Solvency II test on insurers
Aegon €12 billion longevity swap ‘shows appetite of capital market investors for diversifying assets’
Out of the ashes
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 emb...
UK arm of insurer appoints two directors to join its risk team
EC makes variable annuity hedging a factor in Aegon bailout approval decision
Absence of measures forcing payments to Dutch state at expense of subordinated debt holders means Fitch upgrades firm's hybrid capital
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.