Seven firms say deposit business is being complicated by LCR and leverage rules
Sponsored feature: RBS
September ban on variable life insurance products intended to lengthen asset portfolio
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More ALM articles
Taiwan insurers shun structured products amid low volatility and rates
Firms shrink government debt as they move to swap-based discounting
European proposal limits risk management tools to clearable swaps only, preventing options-based hedges
The perennial challenge for insurers and reinsurers is to make certain that the assets they hold will cover all their present and future liabilities. Traditionally, companies have sought to manage t...
Regulator introduces new risk monitor to scrutinise market risks and act as early-warning indicator
Sponsored statement: Moody's Analytics
Forward guidance alone is of little use from a liquidity planning point of view, conference hears
Sponsored feature: RBS
With long-term bonds in short supply and falling interest rates putting pressure on earnings, Asian insurers are considering giving up on asset-liability matching in order to chase yield. Blake Ev...
Ultra-low rates forcing companies to shift focus from asset-liability matching
We present a model for property-liability insurance companies based on asset liability management. We show for multivariate normal distributed assets and claims that the required risk capital can be minimized...
Concerns Solvency II-based risk-free curve could be distorted by speculators as market begins to adjust ALM hedges
Derivatives and structured products remain unpopular with Thai insurers looking to hedge their liabilities following the introduction of a risk-based capital framework
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.