Deutsche Asset & Wealth Management
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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Critics of Basel III’s credit valuation adjustment (CVA) capital charge have long warned it would produce perverse incentives. Now, in the form of a string of quarterly losses in Deutsche Bank’s CVA hedging programme, they believe they are being proved...
There is a magic number in bank capital rules – 5,000 trades – below which portfolios qualify for a lower margin period of risk. Some dealers are now trying to cut their books down to size. Others claim that’s impossible. Joe Rennison reports
Rising long-term interest rates have left an unexpected bad taste in UK non-life insurers’ mouths. Insurers are adjusting to the new market conditions and high volatility, and are shortening the duration of their bond portfolios in a bid to insulate...
Mandatory clearing in Europe is widely expected to start from next year, but the complex authorisation process, combined with the variety of collateral segregation models, means the start date for some clients could be much later. Tom Osborn reports
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