Fed’s stress tests are forcing banks to cut loan portfolios and trading assets
Extending risk-adjusted performance metrics to take into account real-world investment returns
Allianz's Thomas Wilson re-examines how firms measure the value of capital-intensive products
Sponsored survey analysis: SunGard
Insurers are using the delays to Solvency II to improve their economic capital models
European insurers are refining their internal economic capital models as regulators’ efforts to define statutory solvency requirements grind to a standstill. Louie Woodall reports
Firms look to make model outputs publicly available to test investor response to future Solvency II requirements
By Bogie Ozdemir and Peter Miu
Insurance Risk Solvency II Solutions Guide 2012/13
Ineffective use of economic capital frameworks 'could obscure true risk profile of firm'
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Economic capital models