Risk transfer mechanisms
Fund manager exploits mispricings linked to structured products and derivatives end-user flows
Several longevity swap transactions are in the pipeline despite market turmoil, says Hymans Robertson's Patrick Bloomfield
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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.