This white paper outlines a more holistic approach to ALM modeling that captures a detailed view of both the assets and liabilities and the interactions between them in a common framework.
This Regulatory Brief analyses the OFR report and the Consultative Document, and concludes with our continued view that the council will propose a few large asset managers for designation.
By downloading this special report you will gain access to a collection of articles and case studies that focus on non-traditional assets.
Asset and Liability Management (ALM) has seen a huge transformation inrecent years. This was mainly caused by regulators and executive boards which pressured banks towards more active management of their balance sheets in order to limit risk.
Asset managers are under enormous pressure to operate effectively in today’s New Normal environment. A number of dynamic headwinds have to be overcome if they are to succeed and stand out from the competition.
The wealth of most investors contains both financial assets as well as non-financial assets. This white paper defines shadow assets as (mostly) non-financial and non-tradeable assets that are exogenous to the investor’s asset allocation decision.
This white paper considers the techniques which are – or should be – available for the resolution of banks which are primarily funded through retail deposits.
Under review is how conventional secured lending and leasing structure for an asset can be developed into a Shari'a compliant product, thereby providing asset leasing companies and operators with the opportunity to meet their financing needs by accessing the liquidity of the Islamic finance market.
European asset managers face significant regulatory challenges. The impact of new regulation will be substantial and will cause upheaval and change in the sector. This white paper summarises European and US areas of regulation that will impact European asset managers.
This white paper examines new accounting standards set out by two of the main accounting standards boards. It details how the standards can help increase efficiency, detect credit deterioration earlier and ultimately improve the performance of risk management inside a bank.