Dealers say regulators have cooked up a pro-cyclical credit value adjustment capital charge that will force them to buy increasing amounts of protection in an illiquid market, regardless of changes in...
Spreads flat or slightly tighter despite political squabbling over size of EFSF
Yields on Italian and Spanish debt fall as European Central Bank signals it will implement its bond purchase programme
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Ireland articles
The NTMA follows Portugal's debt office in adopting two-way collateralisation - but unlike Portugal it appears it will have to post cash
European bank sovereign derivatives exposures revealed
Basel III feedback loop between CDS spreads and CVA capital requirements worries dealers, following month of huge sovereign spread moves
Downgrade triggers spread widening across the eurozone, including 10% leaps for France and Germany
All variable annuity (VA) providers in the Republic of Ireland - the main VA domicile in the European Union (EU) - will be required to use an internal model to ensure that "solvency standards are appropriately calibrated to the[ir] unique risks", says...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
UK, 19th - 20th Feb 2014
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