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Sponsored Q&A: BNY Mellon
In a post-financial crisis environment dominated by regulation and concerns over counterparty risk, transparency and diversity, prime custody is becoming the choice for hedge funds and investors
Solvency II is a key initiative to ensure insurers and reinsurers understand the risks inherent in their businesses and allocate enough capital to cover those risks. Operational Risk & Regulation convened...
Asset and liability management (ALM) is in transition. But how will it evolve? A snapshot of the inflection point and the top strategies for developing next-generation balance-sheet solutions
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
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Sponsored statement: Standard Chartered
Multiple demand factors for Asian debt provide the perfect opportunity for Asia’s capital markets to expand their offering, according to experts at Standard Chartered Bank
Sponsored forum: Collateral management
A panel of experts from BNP Paribas, BNY Mellon and Euroclear discuss the opportunities for collateral management, the availability of eligible collateral, and the impact of the sovereign debt crisis and looming regulation
Sponsored webinar: Ernst & Young
A panel of industry experts discuss the implications of Basel capital and liquidity requirements for the banking sector
Sponsored statement: Moody's Analytics
As banks get to grips with the business and financial implications of Basel III, the next step for many is to understand how they can develop their banking infrastructure to implement the regulations. Pierre-Etienne Chabanel, Senior Director, Moody’s...
Sponsored Q&A: APX-Endex
APX-Endex and Fluxys Belgium are working together to reshape the Belgian natural gas market. Christian Moger, APX-Endex’s commercial manager of the Continental spot gas markets, explains how the new market will be structured and what APX-Endex and Fluxys...
Sponsored feature: Royal Bank of Scotland
With an ultimate forward rate-based extrapolation looking very likely for Solvency II, the Royal Bank of Scotland Insurance ALM Advisory team has carried out extensive research on optimal hedge strategies for hedging the Solvency II risk-free rate
Sponsored statement: Moody's Analytics
A chief executive officer’s guide to building competitive advantage through next-generation enterprise risk management, by Rob Wyle, head of ALM product management at Moody’s Analytics
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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