The magazine for insurance and pension risk managers
Top stories
M&G slams Cebs stress tests
Fund manager criticises sovereign risk assumptions and raises Basel III fears
US insurers and pension funds seek to hedge deflation
Extra inflation hedging demand driving split between derivatives and cash market pricing
QIS 5 won’t lead to ‘anything of great meaning’ says RSA
The fifth quantitative impact study (QIS 5) to calibrate the requirements of Solvency II – to...
- Solvency II “not as comprehensive as US regulation” says New York insurance chief
- M&G slams Cebs stress tests
- US insurers and pension funds seek to hedge deflation
- Legal & General creates CRO role
- Morgan Stanley and UBS boost LLMA membership to 10
- Shift to CPI will not impact pension fund inflation hedging demand – M&G
- OECD urges pension regulators to reduce importance of market consistency in stressed periods
Latest issue highlights
Post-crisis pension fund strategic asset allocation
Pension investing is a long-term game – but the financial crisis forced most funds to adjust their strategies to meet the demands...
The longevity challenge of care annuities
For most of the life industry, getting policyholder longevity predictions accurate to a few months of the realised experience would...
Insurers reappraise forex risk
Increasing currency volatility has prompted a reappraisal of insurers’ foreign exchange hedging approach – a phenomenon that will...
Editor's choice
QIS 5 makes its mark
European insurers are gearing up to take part in Solvency II’s latest and final quantitative impact study. John Ferry assesses what the latest proposals...
Slovenia gears up for Solvency II challenge
In the last 20 years, the Slovene life industry has battled inflation rates of close to 2000%, sector-wide insolvency and is now readying for its first...
A free (liquid) lunch?
The balmy evenings of summer inevitably lead to thoughts of holidays and relaxing lunches by the beach. Unless you are an actuary with a European insurer,...
Upcoming conferences
Solvency II and Risk Management
UK, 05 Oct 2010
Risk Return Italia
Italy, 25 Nov 2010
Training courses
Loan loss provisioning
USA, 06 Aug 2010
Implementing an enhanced approach to VaR
USA, 12th - 13th Aug 2010
Measuring and Mitigating Counterparty Risk Management
Australia, 1st - 2nd Sep 2010
Global reports
Risk management for investors
Risk management for investors
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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