In recent years, the occurrence of operational losses in financial institutions has increased the interest of academics and policy makers in operational risk. One of the main problems regarding the economic...
Prudential Financial scoops award for best reinsurer
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
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Chief economist moves to oil giant
Smoothing the flow
Rolls-Royce longevity swap highlights growing cross-border appetite of reinsurers
Investors and issuers remain concerned about China's capital account liberalisation programme, and their ability to hedge longer-term risk
A new rule from the securities regulator, effective September 12, means some Hong Kong-listed A-share ETFs will have to fully collateralise counterparty risk exposure from their P-note issuers. The ...
US pension regulation reform will increase focus on risk management
Several longevity swap transactions are in the pipeline despite market turmoil, says Hymans Robertson's Patrick Bloomfield
Fund managers active in offshore-listed China A-share ETFs say a 10% provision set aside for capital gains tax on A-share trading related to P-note issues is increasing tracking error for some funds...
Increasing numbers of infrastructure deals in Asian markets may help insurers meet their long-term liabilities, according to Prudential’s group chief executive.
In conversation with...Simon Pilcher
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.