A consortium of 25 insurers is offering to cover CCP tail risk
Regulator sees more advantages than risks in relaxing the rules
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Increasing interdependency and opacity of technology systems poses major risk
Bond and derivative markets not deep or liquid enough
Increased capital charges for equity and credit spread risk are fine
Relaxation of foreign asset classification drives increase in demand
Taiwan insurers shun structured products amid low volatility and rates
Sponsored interview: Societe Generale
Head of op risk discusses concerns about the Orsa and third parties
Insurance against cyber risk is a growing market, but doubts remain over its effectiveness
Simplified product design and buoyant equity markets combine to revive Japan VA market
Post-crisis reforms take supervision to the wrong level
Increased activity forecast for 2014, but rumoured supply overload unlikely
Regulatory mindset 'creates no value' for US insurers
Security test results may scare them, delegates hear
Industry trying to focus on Orsa and regulatory capital
French life insurers have to pay back their customers at the drop of a hat – an exposure that rises in tandem with interest rates, as customers seek better returns elsewhere. But with the industry...
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.