Vincent Kaminski explores the potential dangers lurking in oil markets
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.
More Modelling articles
Flexible, martingale duality-based method provides reliable valuation
Towers Watson survey reveals over half of insurers do not project risk appetite
The predictive content of dynamic factor models in term structure modeling is evaluated and validated. Under a purely statistical data-driven approach, different sets of variables, estimation and forecasting...
Sponsored video: Societe Generale
New areas for quant research are in abundance, but resources are not
Insurers seek an easier way to generate reports as regulations rise
North American shale boom and renewables growth underline importance
Not-for-profit modelling framework aims to liberalise the catastrophe risk model industry
Most European insurers do not hold Solvency II compliant documentation, finds survey
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.