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Whitepaper

The use of carrier approximation methods for projected capital metrics with an application to the IFRS 17 risk adjustment.

In this paper we explore the use of the carrier approximation for the multi-year projection of risk and capital metrics. Through an annuity book run-off case study we outline the key factors influencing the performance ....

August 2019 Pdf
News

HKMA Revises Implementation Schedule for Initial Margin Rules

HKMA intends to adopt a revised implementation schedule for the margin requirements for non-centrally cleared derivatives.

August 16, 2019 WebPage
Presentation

CECL: Determining Correct Segments for Loss Pooling

Presented at the Credit Union National Association, Ohio Credit Union League

August 2019 Pdf

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