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Continuous focus on interest rate risk: EBA finalizes IRRBB Guideline Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 On 19 July 2018, the European Banking Authority (EBA) published the new Guideline on the Management of Interest Rate Risks in the …

The new normal Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 A common way of quoting a swaption price is referring to its 'implied volatility' rather than the price itself. The implied volatility for the swaption is the volatility parameter …

The Financial Economics of Hedge Accounting of Interest Rate Risk according to IAS 39 Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Hedge accounting of interest rate risk according to IAS 39 is applied to avoid P&L volatility resulting from …

Evaluating the solvency capital requirement of interest rate risk in Solvency II Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 In this paper, the question addressed is as to whether the Solvency II standard formula provides a good measure for the …

Interest Rate Risk Management in Uncertain Times Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 We revisit the evidence on real effects of uncertainty shocks in the context of interest rate uncertainty, which can readily be hedged in the interest …

Mitigating agency risk between investors and ventures’ managers Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 The general management literature has long focused on the agency risks involved in the relationship between general managers and …

Assessing, Quantifying and Managing Agency Risk Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Slides from the Society of Actuaries in Ireland 2016 ERM Conference Risk Management Tools and Techniques Agency Risk agency risk Jonathan Allenby, Colm …

The Trust Deficiency in Banking and How to Fix It Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Having watched the growing politicisation of banking, aggressive media handling of the issues, and the continuing inability of the banks to push back, …

The obsession with peer risk Submitted by TheSecretariat on Fri, 17/05/2019 - 10:50 Update from the Wealth Management Sub-Committee of the Life Insurance and Wealth Practice Committee of the Institute of Actuaries of Australia Compliance and Corporate …