Putting cash to work – Now and post Solvency II
Powering up the engine
More Solvency II articles
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
Bernardino urges rapid vote on Omnibus II and a clear Solvency II timetable
Asia’s risk assessor
Arguments on artificial volatility dampeners must focus on fundamentals if political consensus is to be reached, warns Skinner
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.