Taiwan insurers shun structured products amid low volatility and rates
Firms shrink government debt as they move to swap-based discounting
European proposal limits risk management tools to clearable swaps only, preventing options-based hedges
More Alm articles
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 t...
Regulator introduces new risk monitor to scrutinise market risks and act as early-warning indicator
Sponsored statement: Moody's Analytics
Forward guidance alone is of little use from a liquidity planning point of view, conference hears
Sponsored feature: RBS
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 Ev...
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...
Concerns Solvency II-based risk-free curve could be distorted by speculators as market begins to adjust ALM hedges
Derivatives and structured products remain unpopular with Thai insurers looking to hedge their liabilities following the introduction of a risk-based capital framework
Liability insurers need to embrace life ALM techniques
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.