Cedric Fetiveau and Chenye Jia propose a method to measure longevity risk
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This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
More Longevity risk articles
Longevity risk transfer market must overcome fundamental issues
Basis risk continues to worry pension funds, consultants say, despite the latest attempt by Deutsche Bank to create a flexible index-based longevity hedge
Standard formula for mortality and longevity risk a 'crude' measure, says Risk Management Solutions
Governments should support development of longevity risk market – IMF
New longevity indexes ‘a step forward’ in developing market but challenges remain
Accounting and regulatory changes will drive demand, say participants
For every extra year a pension scheme member lives, liabilities increase 3%, according to Club Vita's Gaches
US pension regulation reform will increase focus on risk management
Longevity swaps could acts as a ‘natural hedge’ for pharmaceutical and care home industries, according to Swiss Re
Several longevity swap transactions are in the pipeline despite market turmoil, says Hymans Robertson's Patrick Bloomfield
Pension funds in the US are becoming increasingly aware of the need for pension risk management and pension risk transfers, as new pension regulations are implemented
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.