This post demonstrates step-by-step a possible way to conduct Non-Maturity Deposit Modeling. It shows the practical challenges, taking as an example the overnight deposit rates in Hungary. In the…
The 2020 Solvency II review intends to bring about several changes to the Solvency II Framework Directive. It follows the 2018 Solvency II interim review, which amended the Solvency II Delegated…
Every bank is highly interested in predicting the impact that the application of the new default definition would have on various aspects.
That prediction can be achieved via a comprehensive…
The 2008 financial crisis has shown that it is vital to have a good recovery and resolution policy. Because the European-level policy on resolution and recovery of the insurers is insufficient, some…
Following the introduction of Solvency 2, the European Commission and Council have decided to continue their efforts to develop a common regulatory framework for the financial industry to strengthen…
Private equity valuation considering illiquid stakes, companies at an early stage of development for which future cash-flows are very uncertain, or companies past the startup phase, but without…
Truth be told, from a regulatory perspective, there is much more of the latter going on. Risk appetite is now widely recognised to be the main maker – or breaker – of success for financial…
Derivatives Pricing Architecture Major European Investment Bank • Derivatives Valuation • Financial Instruments Pricing architecture For the production of daily…
This blog discusses the impact that the December 2017 Basel reforms will have on the way banking institutions are going to use their data when constructing their credit risk models. Whilst these…
