On-Demand Webinar Archive

While stress testing is a requirement for banks – prescribed by regulators and then scrutinized by shareholders –...
Over the last several years, many insurance companies have fundamentally changed the ways they manage volatility...
The practice of incorporating Funding Valuation Adjustment (FVA) into derivative prices has been hotly debated...
Robust quantitative models have been an essential component of risk management and analysis for decades, but have...
The Dodd-Frank Act requires swap dealers and many of their clients to clear eligible Interest Rate Swaps through...
As the insurance industry continues to drive toward more comprehensive risk management strategies, advanced...
Advanced variable annuity product designs have furthered the demand for sophisticated modeling techniques, beyond...
Volatility present in the post-crisis environment has led many insurance companies to seek a variety of approaches...
As driven by regulators in the post-crisis environment, managing counterparty credit risk is paramount to today’s...
Market events have highlighted banks’ expanding use of data-driven, quantitative analysis and financial models,...

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