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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.
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Attempts to diversify longevity risk into the broader financial system have so far focused on using swaps. But in an ambitious move, the World Bank has tried to launch the first ever longevity bond ...
Despite the significant challenges hampering its attempt last year to launch a longevity bond onto the Chilean market the move to transfer longevity risk onto the capital markets is an "irreversible trend",...
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.