Interest Rate Risk
Sales of the unexpected
Solvency II and the economic environment – The effect on Italian insurance
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.
More Interest Rate Risk articles
Pension funds and investment firms highlight inflation, interest rate and currency risks of US default in open letters to President Obama
Asian investors broaden their exposure as they seek diversification from the US dollar
The curse of inflation
Race to de-risk
The reduced scale of hedge fund carry trade activities compared with previous crises such as the collapse of Lehman Brothers in 2008 has reined in potential increases in the yen libor rate and short...
As the industry calls for less complexity in Solvency II, some are arguing the directive is already dangerously simplistic
In the clear
Classical with-profit life insurance products are traditionally backed by a buy-and-hold bond investment strategy. Using book-value accounting for such products tends to lead to a design of the gu...
Returns as important as risk management, say M&G Investments
German corporate pension plans turn their attention to interest rate and inflation hedging
Inverted swap spreads see ATP outshoot liabilities by Dkr16.5 billion
Better ALM practice behind Nordic insurer's reduced exposure to interest rate mismatches
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.