More Solvency II articles
Banks’ long-term funding needs will drive demand for liquidity swaps with insurers
Relief as new matching premium included in Omnibus II Econ text, but questions remain over how it will work
Powering up the engine
Clash of the titans
State of the art
Out of proportion?
Regulator updates internal model approval process
Capital charge should better reflect real risk of underlying assets, says asset manager, as survey finds insurers are looking to increase exposure to alternative assets
Eurozone instability making application of harmonised Pillar 1 ‘difficult’
New approach needed for US, says European Commission, as seven countries identified for assessment
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.