Insurance commissioners say views ignored by federal agencies
Attractive yields and supply demand mismatch spur interest
A highly engaging intensive one-week programme designed to meet the demands of the risk professional by bridging the gap between theory and practice in financial risk management. Save your seat now: programme starts March 23rd 2015.
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Lack of product innovation means not enough products work in the low interest rate environment, panellists complain
Bright new hope?
Several longevity swap transactions are in the pipeline despite market turmoil, says Hymans Robertson's Patrick Bloomfield
Internal model should not be mandatory for VA business – MetLife
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.