Asset management
The fault lines in Europe's Solvency II compromise
Row over calculation of discount rates exposes political differences
Insurers eye secondary annuities as perfect matching asset
Some UK firms see nascent market as source of ideal hedging tool
Analysing exposure and risk in the 30 largest hedge funds
Risk most dispersed, but most extreme, in macro funds
Start-up UST trading venues face clearing hurdles
Gaps in central clearing are stifling the emergence of all-to-all trading venues for US Treasuries
Global capital rules for insurers must allow internal models – ABI
European firms should be free to use in-house models for insurance capital standard, even if US firms cannot
Myths and realities of cyber security
A fund’s biggest risk may be a hacker’s access to its investors’ information
MarketAxess to offer cut-price dark pool liquidity
High-yield bond block trades could be 100bp cheaper on new platform, says executive
Interview: Natasha Cazenave on systemic risk in asset management
Chair of Iosco’s investment management committee welcomes “shift in the debate to an activities focus”
Buy side is the barrier to all-to-all credit trading, says AB chief
Switzer calls current pre-trade transparency technology "awful"
UFR change would ‘threaten’ Solvency II political compromise
German policy-makers talk tough in opposition to lowering of discount rate
Firms leaving the uncleared swaps market have nowhere to go
Buy side says cleared or listed products fail to meet their needs
SEC prepares Dodd-Frank buy-side stress tests
Asset manager stress tests aim to measure fund liquidity and contagion risks
Nordea cutting alternatives after shift to unit-linked products
Heightened lapse risk ends 20-year "romance" with hedge funds, says Nordea Life & Pensions CIO
Regulators see 'long journey' to getting Orsas right
Insurers still treating own-risk assessment too much like a compliance exercise, Nordic supervisors say
Change is the only constant in pricing swaps
Regulation is having unexpected effects on derivatives unwinds
Mortgage investors grapple with negative swap spreads
Collapse of US swap rate creates problems for valuation models
Balz slams IAIS for rule-making 'behind closed doors'
Failure to engage with European Parliament will delay and undermine international insurance regulation, says MEP
Institutional structurer of the year: Societe Generale Corporate & Investment Banking
French bank helps captive insurers solve financing headaches
Leverage ratio blamed for big swap unwind charges
Buy-siders complain of 'ridiculous' costs to exit trades
Flexibility of new stay protocol seen as draw for buy side
Dealer-by-dealer approach calms worries over fiduciary duty, lawyers say
Leverage puts hedge funds in the systemic-risk spotlight
Regulatory attention shifting to hedge fund users of derivatives
Eurex faces questions on savings from buy-side clearing
CCP rebuffs argument that direct membership model will add to risk