Firms look to benefit from rising rates and cut capital charges
The Certificate in Quantitative Finance is a global quant program that focuses on teaching practical quant techniques used in risk management.
Join us online to learn more: 11 December
More Asset allocation articles
Firms urged to rush restructuring of portfolios for Solvency II long-term guarantee measure
Capital charge for residential mortgages under Solvency II makes buying loan portfolios more attractive, say bankers
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
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...
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...
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
While many moan about the EU’s AIFMD and other rules, one fund of hedge funds leader is optimistic the regulations will stimulate activity in Europe and bring assets back to the industry
We consider portfolio management strategies where the investment style switches based on the value of a crisis indicator. A variety of strategies are considered in historical backtests on different data...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.