Instability of capital framework should be reflected in plans for soft-launch
With the price of over-the-counter swaps predicted to increase as new derivatives rules take effect, futures are being touted as an efficient alternative hedging tool, but are they a perfect fit? Blake...
Exposure to collateralised loan obligations, infrastructure finance and high-yielding bank loans set to increase
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Michael Faulkner articles
Marking whole positions to the current clearing price as in mark-to-market accounting ignores the effect that liquidating a position can have. Such valuations overstate the cash that will be received and underestimate a position’s leverage. Simple parametric...
The long-awaited impact assessment on Omnibus II’s long-term guarantees package has finally been given the green light after months of political wrangling over the terms of reference. Yet, it is naïve to think that the assessment, which will look...
2012 was a buoyant year for debt capital raising by insurers, with companies tapping into the Asia market and issuing innovatively structured instruments. Investors’ appetite for insurance company debt has enabled insurers to move from classical issuance...
Tom Rogers, Zurich Insurance Group’s head of strategy implementation, talks to Michael Faulkner about the insurer’s risk-based approach to asset allocation
Insurers are seeking greater protection for their derivatives trades, but efforts to renegotiate credit support annexes with counterparties are proving to be protracted and insurers are looking at ways to sidestep new regulatory burdens. Blake Evans-Pritchard...
Survey finds insurers still have significant work to do in order to meet 2015 Orsa deadline
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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