Global ALM advisory chief, co-head of European pensions advisory and key LLMA figure leaves bank
Market exposures to FTSE 100 defined benefit schemes could result in a £100bn spike over one year in their total deficit, reports PensionsFirst
Rising interest rates expose continental insurers to lapse risk
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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Returns as important as risk management, say M&G Investments
European Commission says pension funds should also be classed as “too big to fail”
Industry has underpriced variable annuities, conference hears
Insurance regulatory capital framework is "inappropriate" for the European pension industry, say organisations
Guy Coughlan talks to Life & Pension Risk about the LLMA's longevity derivative pricing framework - and how to stimulate the market
German corporate pension plans turn their attention to interest rate and inflation hedging
Industry body seeks to create benchmark price level to expand market participation
Canadian pension plans slip back from fully funded status
Insurers and pension funds offer banks a lower-cost solution to their funding issues
Having to post cash as variation margin to central counterparties (CCPs) will cause substantial yield losses for pension funds that conduct liability-driven investment (LDI) strategies, according to...
Flawed legal agreement behind landmark UK privatisation leaves UK taxpayers counting the cost
FSA says weighting of data in SCR calculation should be driven by economic environment - and is not pro-cyclical
European Commission rejects industry criticism over the calibration of QIS 5
PPF consults over basing the majority of levy payments on the level of scheme’s risk
Longevity component of Solvency II drives Danish pension fund away from hard guarantees
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.