Oliver Wyman & Co
Competition among exchanges in Japan is necessary to prevent systems outages such as those in the Osaka Securities Exchange earlier this month
Firms seek short-term opportunities before directive implemented
New technical specifications on Solvency II’s capital requirements make some significant changes to the way insurers calculate their own funds, but they also leave some unanswered questions. Louie...
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IAIS proposals will encourage regulatory arbitrage due to lack of global capital standard,experts warn
UK Financial Services Authority highlights problems with data control, ownership and validation
Over three-quarters of poll respondents believe new resolution plans will hurt market for bank bonds - at a time when issuance needs to increase
Research published today on behalf of the GFMA global foreign exchange division highlights the potentially punitive impact of the financial transaction tax on the forex industry
Stemming the flow
Feeling the way
IIF warns Solvency II risk charges may lead to imprudent asset allocation by insurers
As banks and other market players seek to close risk management loopholes exposed by tottering markets, some post-mortems are homing in on a broader issue: corporate culture.
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.