European proposal limits risk management tools to clearable swaps only, preventing options-based hedges
The perennial challenge for insurers and reinsurers is to make certain that the assets they hold will cover all their present and future liabilities. Traditionally, companies have sought to manage the...
Regulator introduces new risk monitor to scrutinise market risks and act as early-warning indicator
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Alm articles
The nature of risk management is evolving rapidly. Regulatory pressure to integrate across the taxonomy of risk types is forcing banks to improve their enterprise risk management (ERM) practices and invest in centralised data infrastructure and software....
Forward guidance alone is of little use from a liquidity planning point of view, conference hears
In this sponsored feature, Ross Evans and Emily Penn of the Insurance ALM Advisory team at RBS share some of the main observations from their annual review of the UK life sector
Insurers desperate for a change to the low interest rate environment might want to be careful what they wish for, as higher interest rates could lead to an increase in policy surrenders. Hugo Coelho reports on how some insurers have started to adjust...
With long-term bonds in short supply and falling interest rates putting pressure on earnings, Asian insurers are considering giving up on asset-liability matching in order to chase yield. Blake Evans-Pritchard reports
Ultra-low rates forcing companies to shift focus from asset-liability matching
We present a model for property-liability insurance companies based on asset liability management. We show for multivariate normal distributed assets and claims that the required risk capital can be minimized through asset allocation when considering...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
Australia, 5th - 7th Mar 2014
South Africa, 12th - 14th Mar 2014
UK, 12th Mar 2014
UK, 13th - 14th Mar 2014
UK, 13th Mar 2014