Asset liability management
Insurers look to hedging strategies to deal with management charge volatility...
Volatility caused by annual management charges under Solvency II is a relatively new issue for insurers. What are the hedging techniques being undertaken to manage this?
Overestimated inflation projections could be costing UK defined benefit scheme sponsors more than £50 billion in unnecessary funding commitments, a corporate adviser warns
The impact of Solvency II on asset allocation decisions is hard to predict, particularly since the rules are not yet finalised, but two recent papers suggest that if a company wants to limit its capital...
Don't get left behind
How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Asset liability management articles
Chinese sovereign wealth funds should dump US stocks, report says
Chinese sovereign funds such as Safe Investment Company and CIC should consider dumping and even shorting US retail stocks during US economic downturns, if they want to adopt an integrated asset and liability management process when making investment...
FSA urged to take direct action against liquidity swap ‘malpractice’...
The British Bankers' Association (BBA) has called on the FSA to pursue individual cases of liquidity swap ‘malpractice’, rather than imposing new industry-wide regulations on the transactions
Takaful presents unique ALM challenge for insurers in Asia
The takaful market presents unique challenges to the insurance industry, but the rewards up for grabs are huge given its potential size. How are insurers managing their assets and liabilities in the risk funds embedded in the insurance products? And how...
Yen interbank funding market calm as government bond yields retrace
The reduced scale of hedge fund carry trade activities compared with previous crises such as the collapse of Lehman Brothers in 2008 has reined in potential increases in the yen libor rate and short-end JGBs.
Prudential’s Thiam sees Asian infrastructure deals as ALM panacea; 340...
Increasing numbers of infrastructure deals in Asian markets may help insurers meet their long-term liabilities, according to Prudential’s group chief executive.
Can life settlements secure mainstream recognition?
Life settlements have been a controversial sector of the insurance-linked securities market for the past decade, but with a series of swap and note-based products now being marketed at pension fund investors, has this asset class finally matured? Aaron...
Infrastructure - opportunity for pension funds and insurers?
Banks used to be the principal investor for public-private partnership projects in infrastructure, but their appetite has waned with their need to increase liquidity. With high, potentially inflation-linked returns packaged in long-term cashflows, these...
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.
Related conferences
-
Risk OTC Derivatives Clearing Summit
USA, 5th Jun 2013
-
Quant Congress Europe
UK, 12th Jun 2013
-
Risk and Return Brasil - Portuguese
Brazil, 12th Jun 2013
-
Risk & Return Brazil - English
Brazil, 12th Jun 2013
-
What’s next for fixed-income ETFs and structured products?
UK, 3rd Jul 2013
Related training
-
Nexus-Risk Training
Canada, 21st - 16th Oct 2013
-
Gas Portfolio Optimisation
UK, 22nd - 23rd May 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Active Risk Management in the Treasury
UK, 5th - 6th Jun 2013
-
Market Data, Reference Data & Technology Training
Canada, 10th - 14th Jun 2013
Updating your subscription status 
Risk IPad Apps
Email alerts
Weekly poll
Using market and credit risk analytics to strengthen performance
This white paper reviews the various steps banks are taking to improve their risk management techniques.
How financial services need to consider their IT infrastructure
The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
Related Jobs
