Provisions would prevent common funds structures and reduce diversification benefits, say insurers
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.
More News/Insurance articles
Extrapolation methodology must be robust and allow insurers to manage solvency positions, says Insurance Sweden
Firms seek short-term opportunities before directive implemented
Long-term solution to discount rate needed due to Solvency II delays, says regulator
Lloyds Bank one of a number sourcing assets from smaller institutions to meet demand from insurers
Exposure to collateralised loan obligations, infrastructure finance and high-yielding bank loans set to increase
Sovereign-guaranteed loans provide yield boost for insurers
Third-party solutions increasingly sought by firms seeking reinsurance and retrocession
But questions remain over cost and complexity of regulator's proposals
Concerns that technical specifications may be released only days before assessment is launched
Geneva Association research shows proposals for regulating systemically risky insurers are'misguided'
Lack of product innovation means not enough products work in the low interest rate environment, panellists complain
Swiss Re infrastructure deal shows developing appetite of insurers to finance long-term projects
Increased ZZR reserves 'threat to insurers' business model'
A different track
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.