Asset liability management
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While European insurers prepare for Solvency II, current insurance regulations in Germany give rise to a more immediate issue. Insurers there are facing large increases over the next few years to the reserves...
Asset and liability management (ALM) is in transition. But how will it evolve? A snapshot of the inflection point and the top strategies for developing next-generation balance-sheet solutions
China insurers now allowed to invest in hybrid, convertible bonds and infrastructure asset and real estate
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More Asset liability management articles
Insurers look to social housing to diversify asset mix
With banks pulling out of social housing and governments slashing grants, could pension funds and life insurers fill the emerging void? Blake Evans-Pritchard reports
Low risk, high return: getting the most from a low risk asset strategy
Market volatility has made life insurers and pension funds wary of credit risk, but yields on safer assets remain disappointing. Blake Evans-Pritchard reports on ways of bettering the return while limiting risk
Cash-rich insurers eye loan books of de-leveraging European banks
High-quality portfolios could provide attractive long-duration assets, say bankers
Perturbed Gaussian copula: introducing the skew effect in co-dependence...
Gaussian copula models are often used in the industry when single-asset information is quoted but little is known about their joint relation. These models may arise from correlated stochastic Brownian processes with deterministic volatility and correlation....
Market unrest prompts caution over commodities as diversifying asset...
Life insurers and pension funds have been using commodities as a portfolio diversifier for years. Blake Evans-Pritchard reports on how the asset class is evolving
Solvency II asset charges will not stop insurers funding banks
Solvency II is expected to lead to changes in insurers’ investment strategies. Janko Gorter and Melle Bijlsma argue that the effects on the financial markets and the real economy may not be as significant as some have suggested
Market-consistent equity risk premiums
The capital asset pricing model used to determine excess return for a given risk level and allocate assets typically uses historical data, which can be a poor predictor of risk. By adapting the model to be consistent with market-implied distributions,...
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
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How financial services need to consider their IT infrastructure
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