This white paper considers the techniques which are – or should be – available for the resolution of banks which are primarily funded through retail deposits.
Under review is how conventional secured lending and leasing structure for an asset can be developed into a Shari'a compliant product, thereby providing asset leasing companies and operators with the opportunity to meet their financing needs by accessing the liquidity of the Islamic finance market.
European asset managers face significant regulatory challenges. The impact of new regulation will be substantial and will cause upheaval and change in the sector. This white paper summarises European and US areas of regulation that will impact European asset managers.
This white paper examines new accounting standards set out by two of the main accounting standards boards. It details how the standards can help increase efficiency, detect credit deterioration earlier and ultimately improve the performance of risk management inside a bank.
This white paper analyses the bond Solvency Capital Requirement as a risk measure, the effects of this risk measure on bond management within a return volatility-Value-at-Risk-SCR universe, and whether Solvency II will lead to a new bond hierarchy and arbitrage opportunities.
This white paper considers how capital is measured and managed by banks and other financial institutions and how current techniques should be improved to address the issues highlighted in the recent crisis.
This research was produced as part of the "Regulation and Institutional Investment" research chair at EDHEC-Risk Institute, in partnership with AXA Investment Managers.
This research was produced as part of the "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" research chair at EDHEC-Risk Institute, in partnership with Deutsche Bank.
This research was produced as part of the "Asset-Liability Management and Institutional Investment Management" research chair at EDHEC-Risk Institute, in partnership with BNP Paribas Investment Partners.
Pension Fund Investment in Social Infrastructure: Insights from the 2012 reform of the private finance initiative in the United Kingdom
In February 2012, EDHEC-Risk Institute responded to the UK Treasury’s Call for Evidence about the reform of the Private Finance Initiative (PFI) with a particular reference to the opportunity for pension funds to invest in infrastructure assets, which the UK Treasury has earmarked as a priority…