Technical paper/Insurance

• Insurance

Valuation and risk analysis for Dutch pension schemes

Technical papers

• 01 Jul 2008

• Market risk

On the cost of regulation under Solvency II

Technical papers

• 01 Jun 2008

• Regulation

Portfolio modelling of counterparty reinsurance default risk

Technical papers

• 01 Apr 2008

• Asset liability management

The contractual trust arrangement

Technical papers

• 01 Jan 2008

• Structured products

Assets relative risk for long-term investors

Technical papers

• 01 Jan 2008

• Rankings

Taking stock of Pillar II

Technical papers

• 01 Nov 2007

• Structured products

Dynamic optimisation for investors

Technical papers

• 01 Oct 2007

• Credit markets

Calibrazione di tranche CDO con il modello dinamico GPL

Approfondimenti - Derivati di credito

• 01 Oct 2007

• Insurance

Risk Sharing - Constructing sustainable pensions

Technical papers

• 01 Jul 2007

• Structured products

Strategie di trading sulla pendenza

DERIVATI CREDITIZI

• 01 Aug 2006

• Structured products

The theory of LDI

Liability Driven Investments

• 01 May 2006

• Insurance

A standard practice?

Cutting Edge: Solvency risk

• 01 Apr 2006

• Insurance

The expectation game

Cutting Edge: Life Insurance

• 01 Dec 2005

• Insurance

Constructing an operational event database

Michael Haubenstock of US bank Capital One outlines a framework for an event database, formulated with current US regulatory guidance on the subject in mind. The text is an abstract from The Basel Handbook, which has just been published by Risk Books.

• 02 Mar 2004