Interest rate risk
‘Capital is like a reservoir’
Pension funds and investment firms highlight inflation, interest rate and currency risks of US default in open letters to President Obama
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More Interest rate risk articles
Asian investors broaden their exposure as they seek diversification from the US dollar
The curse of inflation
Race to de-risk
The reduced scale of hedge fund carry trade activities compared with previous crises such as the collapse of Lehman Brothers in 2008 has reined in potential increases in the yen libor rate and short...
As the industry calls for less complexity in Solvency II, some are arguing the directive is already dangerously simplistic
In the clear
Classical with-profit life insurance products are traditionally backed by a buy-and-hold bond investment strategy. Using book-value accounting for such products tends to lead to a design of the gu...
Returns as important as risk management, say M&G Investments
German corporate pension plans turn their attention to interest rate and inflation hedging
Inverted swap spreads see ATP outshoot liabilities by Dkr16.5 billion
Better ALM practice behind Nordic insurer's reduced exposure to interest rate mismatches
Inverted swap spreads have defied earlier predictions that they were a short-term aberration to still be a feature 18 months after their first appearance. Is this set to continue and, if so, does ...
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