Insurance Risk’s second collateral management survey in conjunction with BNY Mellon finds more insurers are taking steps to prepare for new derivatives regulation, but concerns about collateral availability are mounting
The financial crisis of 2007 — 2008, and the sustained volatility and spikes in systemic liquidity risk in the years since. This paper explores potential risk solutions to this challenge.
This case study looks at how Scotiabank wanted to efficiently manage capital and credit so that it could conduct more business without increasing overall risk. Download now to find out how they did it.
After more than twenty years of detailed development of risk measurement and management techniques, it is essential to ask why the Global Financial Crisis took so many of us by surprise.
Our latest webinar: Emerging risks in cyber security.
Avoiding Collateral Surprises: Managing Multi-Currency CSAs and Cheapest-to-Deliver (CTD) Curve Construction
This article explores the embedded optionality of multi-currency CSAs and the related challenges financial practitioners are facing in terms of collateral management and optimization.
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks. Learn how these weaknesses can be overcome to increase competitiveness and reduce risks.
Liquidity risk is hard to understand. It needs to be broken down into its components and drivers in order to manage and model it successfully. This white paper considers the key topics in this challenging area.
Philip Turner, RBS Global Banking & Markets’ (GBM) head of strategic product marketing, provides an insight into how the liquidity crisis has created significant opportunities for insurers and pension funds to monetise the liquidity premium associated with their asset and liability mismatch, while…
Asset Liability Management (ALM) plays a critical role in weaving together the different business lines in a financial institution. Managing liquidity and the balance sheet are crucial to the existence of a financial institution and sustenance of its operations. It is also essential for seamless…