Discussion crystallises over regulatory streamlining
Sidecars mimicking ILS funds to lure investors entering collateralised reinsurance space
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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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.