Bond and derivative markets not deep or liquid enough
Use of exchange-traded funds by Asian insurers on the increase
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Interdependence across internet is laying foundations of a disaster
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By harnessing workflow insurers can develop a more robust enterprise-wide risk management framework. This webinar, in conjunction with Second Floor, brings together industry experts to examine how t...
Modelling and regulatory impact of new asset classes must be considered in search for higher yield
Why we quantify
Banks might find a lack of investment from the insurance sector under current regulatory proposals
Survey results show infosecurity is a low concern, but industry expert says otherwise
In its latest report, the IIF calls for cross-sector co-ordination in banking and insurance regulation
The structured products industry in Switzerland is flourishing as investors seek hedging strategies in the wake of the Japanese tsunami, says trading platform Scoach
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.