LMA Risk Code Triangulation Reports - Q4, 2012
The LMA Risk Code Triangulation Reports for the fourth quarter 2012, using data supplied by Xchanging, have now been published on the LMA website. These are available to LMA members only, and you need to be logged in in order to access them.
There are two versions:
- Version on the 'traditional' basis (all currencies converted to Sterling at the Solvency ROE applicable to the calendar year during which a transaction is processed);
- Version incorporating data supplied by settlement currency and allowing user to determine which currencies to include in the analysis and what rates of exchange to apply. As a default the report will include all settlement currencies converted to Sterling at the Solvency ROE applicable to each Year of Account (i.e same ROE applied throughout the development of a YOA). A ‘Help’ tab has been included in this version to assist users.
For further information please contact Patrick Davison at the LMA, firstname.lastname@example.org.
Technical Executive, Underwriting