Discussion crystallises over regulatory streamlining
Sidecars mimicking ILS funds to lure investors entering collateralised reinsurance space
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.
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Innovative structures seek to break dominance of US wind peril over ILS market
Third-party solutions increasingly sought by firms seeking reinsurance and retrocession
Turning borders into barriers
Catastrophe product looks to capitalise on perceived investor appetite for oil spill risk
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.