Lane Clark & Peacock
Influx of new swap intermediaries and improved risk modelling to spur expansion
Specifications unclear on premium volume definition for risk-factor calculation, say actuaries
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
More Lane Clark & Peacock articles
Aegon €12 billion longevity swap ‘shows appetite of capital market investors for diversifying assets’
Solvency II for pensions could be ‘killer blow’ for UK schemes
Deal with Standard Life points to new wave of demand for defined contribution scheme buy-outs
A Solvency II-type regime for pension funds could increase UK funding requirements by £500 billion and lead to company insolvencies, warns consultancy
A new dawn
Irish sovereign annuities could reduce pension liabilities by 30%
The financial crisis has plunged the pension schemes of the UK's 100 largest companies into a £96 billion deficit, according to a report by the London-based actuarial consultancy Lane Clark & Pea...
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.