Clive Davidson reviews how proxy models have developed since their inception a decade ago
Insurance tie-up is part of trend for firms to maximise efficiencies
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
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Buyers must avoid being hooked by unforeseen capital charges
Standard-forumula firms also face more stringent requirements
A burst of new regulation is forcing firms to re-examine asset allocation
Adjustment to discount curve adds complexity to task of hedging liabilities
Why insurers are choosing standard formula over internal model
More pension schemes could take on reinsurer counterparty risk
Activity limited and dominated by a handful of firms
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.