Bankers claim new rules “trap liquidity”
Simplified product design and buoyant equity markets combine to revive Japan VA market
The online Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Download the CQF brochure.
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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...
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.