Lundin and Satchell present a non-linear asymmetric dependance method among two assets
Winners' Circle: RBS
Focus on core strengths proving successful with insurance clients
Institutional and regulatory barriers blamed for poor take-up of derivatives by life companies
The papers published in this special issue investigate a variety of theoretical and empirical issues regarding risk sharing in Islamic finance.
This paper investigates the risk engendered by maturity mismatches.
Seven firms say deposit business is being complicated by LCR and leverage rules
Greater flexibility welcomed, but problems may remain for mortgage lenders
Charge was felt to be "too difficult to capture" without complex rules
QIS was due to get under way last month but will now start in mid-2015
First consultation paper on banking book interest rate exposure is expected in March
Clive Davidson reviews how proxy models have developed since their inception a decade ago
Benchmarking falling out of favour, says BlackRock report
The case for targeting core rather than headline inflation for long-term hedgers
UK general insurers eye illiquid assets to match growing long-term liabilities
ALM benefits potentially outweighed by rise in lapses
With regulators watching closely, US banks are reining in the duration of bond portfolios
General insurers embrace capital modelling and revised ALM strategies
Firms urged to rush restructuring of portfolios for Solvency II long-term guarantee measure
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 the risk of a shortfall through careful design and pricing...
Insurers predicted to increase ETF exposure
Insurers are rethinking their investment strategies and beginning to increase their exposure to private equity. Some are even looking at it from an asset-liability management perspective.
Sponsored feature: RBS