Regulator introduces new risk monitor to scrutinise market risks and act as early-warning indicator
The nature of risk management is evolving rapidly. Regulatory pressure to integrate across the taxonomy of risk types is forcing banks to improve their enterprise risk management (ERM) practices and invest...
Forward guidance alone is of little use from a liquidity planning point of view, conference hears
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.
More Alm articles
In this sponsored feature, Ross Evans and Emily Penn of the Insurance ALM Advisory team at RBS share some of the main observations from their annual review of the UK life sector
Insurers desperate for a change to the low interest rate environment might want to be careful what they wish for, as higher interest rates could lead to an increase in policy surrenders. Hugo Coelho reports on how some insurers have started to adjust...
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 Evans-Pritchard reports
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 through asset allocation when considering...
This issue of The Journal of Risk contains four papers illustrating different approaches to modeling risk, depending on whether it is viewed from a single individual's perspective, whether it addresses the capital requirements of an insurance company...
Concerns Solvency II-based risk-free curve could be distorted by speculators as market begins to adjust ALM hedges
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
Hong Kong, 6th Dec 2013
Hong Kong, 6th Dec 2013
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
Updating your subscription status
Risk iPad and iPhone Apps