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 computational requirements of Solvency II are driving the need for more computing power and data storage accessible on a scalable basis. Early adopters are leveraging cloud computing for their Solvency II implementation. Others are taking a more cautious approach, waiting for the industry to address key concerns such as security before they to embrace computing.
More Asset allocation articles
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
Filippo Della Casa and Michele Gaffo propose a new framework to run portfolio optimisation for life insurance business, by exporting the replicating portfolio technique from risk management to investment management. In particular, they develop a new...
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 sets. Our findings show that certain simple switching...
Welcome to the fall 2013 issue of The Journal of Investment Strategies. In this issue you will find four research papers that cover diverse topics: from fundamental and technical strategy design to efficient portfolio construction techniques and new methods...
in this sponsored feature, Andrew Melville, head of insurance product and strategy for Europe, the Middle East and Africa at Northern Trust, discusses the significant regulatory and investment pressures that, for many insurers, are placing the operational...
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
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.