Higher discount rate can cut payouts to in-the-money clients by millions
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.
More Pension funds articles
Lawyers’ reluctance to grant netting opinions is hiking capital requirements for low-risk trades
Asness, Cooperman and Robertson respond to pension giant’s hedge fund pullout
EC internal markets head says clearing system not ready for pension funds
Pension and sovereign wealth funds develop a taste for low-cost ETFs
Out-of-step central banks could give market pause for thought
Pension fund equities pullout at slowest pace since financial crisis
Funds ought to reduce hedge ratio as rates rise, but are scared of acting too soon
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.