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
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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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
Academics and JP Morgan team show how to mitigate exposure from differences between population mortality rates
EC makes variable annuity hedging a factor in Aegon bailout approval decision
PKA and Sampension say cross-subsidy regulation threatens Danish pension system
LLMA will add a fillip to longevity derisking market with standardised indices
UK’s PPF is open to longevity derisking – at the right price
Absence of measures forcing payments to Dutch state at expense of subordinated debt holders means Fitch upgrades firm's hybrid capital
Two senior heads at Axa Investment Managers anticipate escalating demand for catastrophe bonds.
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.