Asset and liability management
Clive Davidson reviews how proxy models have developed since their inception a decade ago
The case for targeting core rather than headline inflation for long-term hedgers
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Asset and liability management articles
UK general insurers eye illiquid assets to match growing long-term liabilities
ALM benefits potentially outweighed by rise in lapses
Firms urged to rush restructuring of portfolios for Solvency II long-term guarantee measure
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
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.
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
The new breed
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.