Underlyings' liquidity aids issuers in pricing and hedging
Generali sets trend with innovative rebalancing mechanism
Morabanc extends its safety net
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
More Capital guaranteed articles
As insurers look for ways to offer long-term guarantees to customers despite the challenging investment environment, some are turning to volatility control mechanisms to reduce the cost of hedging t...
One step forwards, three steps back
New risk-based capital rules for insurers could help demand for products with principal protection, say bankers
A mature performance
Belgium’s second largest insurer, Ethias, has adopted Nomura’s Flexis structure in the first deal of its kind in the local retail insurance market. The Lift Security 12/2009 structure features a bankruptcy-remote...
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.