The recent financial crises have changed the way insurers and asset managers view credit risk, revealing a fundamental misunderstanding of the risk in many companies’ portfolios. Risk managers have had...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
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The US Own Risk and Solvency Assessment has reached the next stage of its development with the approval of the model act. But there are still concerns over whether the Orsa will be applied uniformly by states and how the information in the reports will...
The move to discounting liabilities using swap rates under Solvency II will present challenges for UK with-profits funds that have been used to matching cashflows using gilts. Against the backdrop of a volatile swap spread, insurers will need to adapt...
In their previous article, Carlos Blanco and Michael Pierce introduced the concept of credit valuation adjustment (CVA). In this next instalment, they explore CVA allocation methods and discuss alternative structures using CVA to set limits, credit charges...
In a year of scandals involving Libor, mis-selling and money-laundering in acquired institutions, the banking sector remains under the spotlight. Luc Vanneste of Scotiabank talks to Jessica Meek about the importance of maintaining a strong internal culture...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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