Asset and liability management
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
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Asset and liability management articles
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
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 t...
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
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
The new breed
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.