Job changes in the derivatives, regulation and risk industry throughout Asia
Bond and derivative markets not deep or liquid enough
Buffers and baskets have appeal beyond structured notes and CDs
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Systematic indexes become expensive "just when you need them", portfolio manager
French life insurers have to pay back their customers at the drop of a hat – an exposure that rises in tandem with interest rates, as customers seek better returns elsewhere. But with the industry...
Competition squeezing returns on short-tenor instruments
Attractive yields and supply demand mismatch spur interest
Reticence among certain insurers to quantify operational risk also to blame for lack of progress in model development
Axa CFO warns of the counter-cyclical tools in Solvency II
Following risk management failures in the financial crisis, Japanese variable annuity providers’ new VA offerings include conservative investment objectives and sophisticated hedging strategies, c...
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.