How firms and regulators are responding to pressures highlighted by November survey
Sponsored feature: Pimco
UK insurer plans wider range of investments for annuity fund
More Solvency II articles
Quarter of firms would suffer negative cashflows in prolonged low interest rate scenario
Sponsored feature: RBS
Towers Watson survey reveals over half of insurers do not project risk appetite
Insurance companies could move into air finance and shipping, says SG's Viet
Bankers point to opportunity for insurers to load up on short-dated credits
Buyers must avoid being hooked by unforeseen capital charges
Insurers left uncertain about treatment of derivatives and equity release
Industry still split on inclusion of spread risk in calculation
Use of volatility adjustment for third-country subsidiaries also in doubt
Deputy director-general explains approach of Danish FSA
Eiopa's Jarl Kure: 'there's still a lot to do'
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.