Articles by Clive Davidson
Corep and Finrep: data overload?
The start of Europe’s new risk reporting regime was delayed by the drawn-out legislative debate on CRD IV, but that hasn’t given the industry much more time to prepare. Technical detail was published in July, just five months ahead of the 2014 start date…
Solvency II reporting dry runs reveal Pillar III challenges
As insurers begin to conduct dry runs of their reporting schedules in preparation for the various conflicting regulations coming into force, it is becoming clear just how difficult compliance is going to be. Clive Davidson reports
Murex wins Asia Risk 2013 technology rankings
Asia Risk technology rankings 2013
Liability modelling speeds boosted by computer games technology
As insurers look for ways to improve the speed of their modelling calculations, some are turning to microprocessors originally developed for computer graphics in games consoles to increase calculation times. But while graphical processing units can…
Lack of local currency OIS markets problematic for Asia banks
The move towards OIS discounting is proving difficult enough for banks in US and European markets but firms in Asia are facing the added difficulty of a dealing with multiple currencies
Basel challenges big banks to improve risk data aggregation
Crunch time for data
Economic woes and regulation add to VA hedging challenge
Jumping the hedge
Technology innovation of the year: BNP Paribas
Technology innovation of the year: BNP Paribas
Banks try to standardise Sef sign-up for clients
Permission accomplished?
Libor/OIS spread challenges insurers' risk management programmes
Spread carefully
Chip and win: Banks expand use of GPUs
As computational demands on banks have increased, some have turned to powerful graphics processing units, but these were initially applied at the transaction pricing level. Now, they are starting to cover portfolio valuations and other enterprise-level…
South Africa's securities lenders seek collateral clarity
Security in lending?
Technology providers look to the cloud to meet insurers’ modelling challenges
Cloud technology potentially offers insurers an efficient way to undertake the huge amount of actuarial and risk modelling calculations that need to be performed. But with concerns around data security and reliability, is it really a fail-safe option?…
OIS discounting dilemma for the buy-side
Discounting dilemma
Numerix tops the Structured Products Technology Rankings 2013
Structured Products Technology Rankings 2013
State regulators clash over US life reserving principles
The NAIC’s proposals for a principles-based approach to reserving for life products has largely been met with agreement from most US states. But with the New York and California state regulators dissenting, the NAIC has a fight on its hands before the…
Asia looks to cloud computing
Asian markets look to the cloud
Insurers grapple with Solvency II economic capital projections
Capital projection
Asia looks to cloud computing
A clearer outlook
Risk software survey 2012
Coping with complexity
Risk technology rankings 2012
Breaking the banks?
