The magazine for insurance and pension risk managers
Top stories
Basis risk no barrier to longevity securitisation say experts
Academics and JP Morgan team show how to mitigate exposure from differences between population mortality rates
Lack of credit for dynamic hedging in QIS 5 driven by ideology, not economics
Old Mutual questions the lack of capital credit for dynamic hedging in QIS 5
Danish pension funds hit out at cross-subsidy regulation
PKA and Sampension say cross-subsidy regulation threatens Danish pension system
- Basis risk no barrier to longevity securitisation say experts
- LLMA on course to publish first longevity index by end of 2010
- PPF offers potential £80 billion boost to longevity market
- Brazil opts for IAIS approach to risk-based regulation
- European insurers would need regulatory action to survive Greek default
- EC approves Aegon bailout without forcing coupon deferrment
- Solvency II poses bigger danger to economic stability than bank refinancing
Latest issue highlights
Understanding the liquidity premium
The liquidity premium has moved from theory to practical reality, first in the market-consistent embedded value metric and then...
Dynamic future for post-Solvency II asset allocation
Solvency II is set to dramatically overhaul insurers’ approach to asset allocation – with potentially dramatic consequences for...
Insurers prepare for M&A explosion
A number of drivers could push financial groups to dispose of life insurance assets in the near future. But a boom in M&A will also...
Editor's choice
Mexico and Brazil on the road to risk-based regulation
Latin American economic powerhouses Brazil and Mexico are introducing new solvency regulations in their fast-growing insurance markets. But while Mexico...
Diverse thinking
“Inventions reached their limit long ago, and I see no hope for further development.” Fortunately for humanity this bold predication by Julius Frontinus,...
Uncertain outcomes – insurers and pension funds tackle inflation risk
With central banks’ discount windows pouring money out at rock-bottom rates but economies still slow to use up excess capacity, the outlook for inflation...
Upcoming conferences
Solvency II and Risk Management
UK, 05 Oct 2010
Risk Return Italia
Italy, 25 Nov 2010
Training courses
Measuring and Mitigating Counterparty Risk
Australia, 1st - 2nd Sep 2010
Managing longevity risk
UK, 6th - 7th Sep 2010
Impact of regulatory reform on clearing and settling OTC derivatives
UK, 8th - 9th Sep 2010
Global reports
Technical papers
Expanded Smiles
Implementing models with stochastic volatility can be challenging. Here, Jesper Andreasen and Brian Huge describe an expansion approach for such models...
Solvency II credit risk charge: How severe?
Ceiops published new guidelines for the treatment of mark-to-market risk of credit products in Solvency II in its final advice on implementation to the...
Awards & rankings
Life & Pensions awards 2009
Life & Pensions presents its third annual awards which highlight the cutting edge in risk management for pension schemes and insurers. The judging panel...
Pension rankings 2009
In a year of hectic volatility on the markets, Deutsche Bank has held its top position in this publication's pension rankings - but it is all change...
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