Asset liability management
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...
China insurers now allowed to invest in hybrid, convertible bonds and infrastructure asset and real estate
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Asset liability management articles
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
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
High-quality portfolios could provide attractive long-duration assets, say bankers
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....
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 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
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,...
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.
USA, 5th Jun 2013
UK, 12th Jun 2013
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Brazil, 12th Jun 2013
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