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General insurers see mounting long-term liabilites
Draft delegated acts suggest the last liquid point for non-euro currencies could shift
Proposed changes will fail to prevent balance sheet volatility, say experts
Extrapolation method changed following concerns Smith-Wilson method impractical
DVA for assets
Longevity modelling must evolve
Pressure mounts over US life reserves
Ultra long-dated UK gilts could provide data to value long-term liabilities
An ultra long-dated gilt will provide observable market data for liability discounting, but investor demand at the 100-year maturity is questioned
Lessons from America
Pension fund liabilities could soar as Bank of England hints at second round of QE
Report says firms are finding increasingly innovative ways to plug deficits
Frontiers of funding
Linking to new sources of inflation
To the best of their liability: LGIMA profile
Longevity swaps have been talked about as a solution to pension schemes’ longevity risk management challenges for some years. But this year Babcock International turned theory into practice when it became the first fund to complete a deal. Andrew sheen...
A nurturing of its capital base and an ability to react positively to unfavourable market events has made Allianz Life & Pensions’ multinational insurer of the year. Aaron Woolner reports
In a year that has witnessed variable annuity providers massively scale back the level and increase the cost of the benefits they offer, Denmark’s SEB Pension has constructed a product that bucks the trend, raising the level and reducing the volatility...
Danish pension fund PKA uses a Solvency II-inspired internal model to fine-tune its risk management approach. Andrew Sheen reports
Life & Pensions editor Aaron Woolner introduces readers to the magazine's new online portal.