Higher discount rate can cut payouts to in-the-money clients by millions
The Retail Distribution Review is already having an impact on structured products in the UK if new products launched this month are anything to go by
Ultra long-dated UK gilts could provide data to value long-term liabilities
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.
More Gilts articles
Concerns over unsustainable demand and market fragmentation halt issuance of gilts linked to consumer price index
Funds should consider interest rate protection if low growth environment persists
Demand for CPI-linked gilts predicted as fragmentation concerns are downplayed
Pension fund liabilities could soar as Bank of England hints at second round of QE
Key question is to what extent fragmentation could affect liquidity of new instrument, says chief executive of the UK’s Debt Management Office
Old Mutual and Legal & General managers say the time is right for a shift, while Artemis's Littlewood disagrees
Q&A: Robert Stheeman, DMO
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.