Exception in draft Level 2 text could exclude active funds
Size and tenor of deals grow in importance as illiquidity premium fades
As life insurers increase their exposure to infrastructure, Blake Evans-Pritchard reports on the different ways in which they are approaching the asset class
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 Asset allocation 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 the risk of a shortfall through careful design and pricing...
Insurers predicted to increase ETF exposure
As European insurers increasingly invest in illiquid corporate debt, credit funds and partnerships with banks are helping them overcome their lack of expertise and tap into a market that offers high-yields and a chance of diversification. But markets...
High yields and low volatility driving comeback from core-Europe firms
Insurers are rethinking their investment strategies and beginning to increase their exposure to private equity. Some are even looking at it from an asset-liability management perspective.
CX Re and Partnership Assurance invest in CTF assets
The lions compare notes and exchange opinions on the three emerging managers who then face the lions to hear how much - if any - allocation Andrew McCaffery, Luke Ellis and Stanley Fink will make
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