Size and tenor of deals grow in importance as illiquidity premium fades
As life insurers increase their exposure to infrastructure, Blake Evans-Pritchard reports on the different ways in which they are approaching the asset class
The perennial challenge for insurers and reinsurers is to make certain that the assets they hold will cover all their present and future liabilities. Traditionally, companies have sought to manage t...
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Insurance articles
Insurers predicted to increase ETF exposure
European Commission's unofficial Level 2 draft disregards insurers’ calls for the adjustment to be capped
Two months after the landmark political agreement on Omnibus II, MEP Burkhard Balz discusses the thorny issues that did not make it into the directive, spells out his expectations for the level 2 te...
China is the driving force of Sun Life Financial Hong Kong’s business but a lack of hedging instruments is a problem, as its chief executive tells Asia Risk
As European insurers increasingly invest in illiquid corporate debt, credit funds and partnerships with banks are helping them overcome their lack of expertise and tap into a market that offers high...
Calibration for general insurers and with-profits funds frustrates regulator's progress
High yields and low volatility driving comeback from core-Europe firms
Rights and responsibilities of supervisory colleges should be clarified, say insurers
Narrow definition of qualifying capital conflicts with existing regulatory regimes, experts warn
Sidecars mimicking ILS funds to lure investors entering collateralised reinsurance space
Insurers are set to plough billions into private equity assets over the coming years. After companies recoiled from investing in the sector in the wake of the 2007–08 financial crisis, they are now funnelling...
Omnibus II rapporteur fears additional burden of global quantitative requirements
Fixing it up
Piecemeal reform of reinsurance laws continues to frustrate Lloyd’s market
Delegated acts must set stringent conditions for calculating fundamental spread, insurers say
Insurers are rethinking their investment strategies and beginning to increase their exposure to private equity. Some are even looking at it from an asset-liability management perspective.
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.