When is a hedge not a hedge? ALM under Solvency II
Sponsored forum: Deliberating the issues challenging the hedge fund industry
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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Hank Prybylski of Ernst & Young LLP discusses how firms are effectively dealing with risk management during a time of intense focus on financial regulatory reform.
Shane Dardis, vice-president for regional structured products advisory at DBS, discusses regulatory reform in the aftermath of the global financial crisis
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.