unds could suffer from DB de-risking, consultants claim
Defined benefit pension strategy with stochastic volatility
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Defined benefit articles
Irish sovereign annuities could reduce pension liabilities by 30%
Market exposures to FTSE 100 defined benefit schemes could result in a £100bn spike over one year in their total deficit, reports PensionsFirst
In an interview with GP's sister title Professional Pensions, Daily Mail & General Trust pensions director Geoffrey Staines talks to Jonathan Stapleton about communications, risk management and in-...
Canadian pension plans slip back from fully funded status
UK’s PPF is open to longevity derisking – at the right price
IAPF director insists plan is not a bailout of private sector schemes
The financial crisis has plunged the pension schemes of the UK's 100 largest companies into a £96 billion deficit, according to a report by the London-based actuarial consultancy Lane Clark & Pea...
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.