Asset liability management
New pension protection rules touted
A range of counter-cyclical measures for pension protection have been put forward around the world as regulators begin to look at what the pension landscape will be like after the global recession. In...
As the European Union grapples with implementing a codified system of risk-based capital regulations, Asia is catching up. But these attempts are stuttering due to an absence of the deep and liquid bond...
Dramatic gains on its hedging programme enabled ATP, the Copenhagen-based labour market pension fund, to almost sidestep the huge falls that hit pension schemes across the world in 2008. ATP - winner...
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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
Downward spiral
Sweden was in the vanguard of countries moving to risk-based solvency regulation, but as financial market conditions tighten, has this commitment to market consistency started to hurt the domestic life and pension providers? Aaron Woolner reports
UK Pensions - Pension deficit sparks Royal Mail privatisation row
The spiralling deficit on the UK's postal provider Royal Mail's £28 billion pension scheme is accused of being used as a bargaining chip by the government in a bid to force through part privatisation. The latest triennial valuation of the scheme's...
Vanilla option replication for ALM shortfall risk
ALM hedging strategies for life insurers and pension funds often require illiquid instruments to replicate liability behaviour, making such strategies impractical. This article aims to show how a vanilla replication approach can generate a macro-hedge...
Benefit over the long term
Life & Pensions and roundtable partner Deutsche Bank convened with industry leaders recently discuss the state and the future of the US pension market in the face of recent financial turmoil
Safety first?
Traditional German life funds are dominated by fixed income, with a focus on credit and covered bonds. But will Solvency II models encourage more diverse portfolios? Anke Dembowski reports
ALM issues loom for central European insurers
A collapse in investor confidence in emerging economy debt has resulted in major asset-liability management issues for insurers in Hungary. The market in government debt ground to a complete halt in October, according to a leading figure at ING Central...
- Nordic regulators relax discount rates
A combination of plunging equity values and a decline in the risk-free bond yields of Sweden and Denmark has led both countries' financial supervisors to permit the spreads on locally issued covered bonds and mortgage bonds to be used as a discount rate...
Using market and credit risk analytics to strengthen performance
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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.
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