From ING to Danske Bank, regional players are taking part in the FVA debate, but practices are mixed
Simplified product design and buoyant equity markets combine to revive Japan VA market
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
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Lack of commonality in rogue traders adds to the risk banks face from within
Proposed interim measures hope to bring some regulatory consistency across Europe in the period prior to Solvency II’s eventual implementation, but supervisors are still seeking their own solution...
Instability of capital framework should be reflected in plans for soft-launch
Commission targets January start for long-term guarantees assessment
The long haul to AMA
Insurers concerned that assessment could overlap full-year reporting as debate over matching adjustment continues to delay impact test
Insurers providing liquidity swaps to banks is a growing trend in Asia
Modelling and regulatory impact of new asset classes must be considered in search for higher yield
Following risk management failures in the financial crisis, Japanese variable annuity providers’ new VA offerings include conservative investment objectives and sophisticated hedging strategies, c...
Attendees at ACT conference raise concerns about increased lending costs after Bank of England’s Tucker argues for powers to raise sectoral capital levels
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.