Cross-asset groups are increasingly in vogue, but patience is key
Total bill from penalties and lawsuits could reach “tens of billions,” some estimate
How Asian insurers can take the ERM function to the next stage
More Features/Risk Management articles
Longevity risk transfer market must overcome fundamental issues
Eurex and SGX can borrow from their central banks, while rivals have to rely on common-or-garden lenders
Hedge funds have been keen buyers of the new mortgage risk-sharing deals issued by Fannie Mae and Freddie Mac, but as spreads have tightened, worries about leverage have grown. Some now argue mortga...
After five years of work, a group of 19 big banks still get a failing grade from supervisors on their ability to pull together and report counterparty exposures. Is it all a question of cost? Fiona ...
A collapse of faith in the internet is unlikely – but a slow-burning loss of confidence is far more probable, and will mean steadily rising costs of doing business
Room for improvement
The perennial challenge for insurers and reinsurers is to make certain that the assets they hold will cover all their present and future liabilities. Traditionally, companies have sought to manage t...
Fixing it up
A 30-fold increase in its computing grid, enabling coverage of 90% of the bank's derivatives business - a two-year overhaul of the counterparty risk framework at Royal Bank of Scotland wins this yea...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.