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The dewdrop known as IFRS 17

Seven students in Asia were taking their morning walk with their teacher. Dewdrops sparkled in the weak sunshine. The teacher stopped near a large water droplet. He asked his students to stand around it so the sun kept on shining on it and then he asked them what color the dewdrop was.

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Negative interest rates and embedded floors

In September 2016, we published the article ‘How Negative interest-rates will affect treasury’. We now delve into one of the problems mentioned concerning hedge effectiveness calculations.

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IFRS 17 Insurance Contracts development reaches final stage

The drafting of the new IFRS accounting standard for insurance contracts (previously called IFRS 4 Phase II) is moving towards completion.

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IRRBB Capital

in the new regulatory environment

As a response to the new regulatory guidelines on Interest Rate Risk in the Banking Book (IRRBB) and the Supervisory Review and Evaluation Process (SREP), the Capitalisation of IRRBB is gaining in importance.

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“The biggest problem with risks is that you actually already know them”

An interview with Arjen Pasma (PGGM)

As companies become more responsible for the funds of others, risk management is of greater importance, noted Arjen Pasma during the Zanders Risk Management Seminar. How does the CRO of PGGM Investments handle the risks for his organization and his clients?

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