Successful placement of SCOR bond indicates increased investor appetite for life risk
Products with five-year guarantee period should be deemed immaterial under Eiopa’s new criteria, say actuaries
More Mortality risk articles
Standard formula for mortality and longevity risk a 'crude' measure, says Risk Management Solutions
Industry body seeks to create benchmark price level to expand market participation
In 2003, Swiss Re kickstarted the life securitisation market with Vita 1 – the first bond issue to transfer extreme mortality risk to the capital markets. This prompted the growth of innovative non-catastrophe (cat) deals being done in the insurance-linked...
The longevity swap market has gone from nowhere to a value of £7 billion in less than a year – offering pension schemes a potential solution to one of their biggest headaches. But do these instruments have a long-term future, or are they simply a reaction...
JP Morgan has placed $100 million of extreme mortality bonds for reinsurer Munich Re, in the first foray into the mortality bond market for both firms. "Our insurance clients have started showing more and more practical interest in what structured finance...
Economic capital has the potential to make financial services firms more risk-aware in their capital management, enabling investors and regulators to easily compare financial strength and profitability across business lines and sectors. By Vaishnavi Srinivasan...
Goldman Sachs has launched a tradable mortality index based on a pool of US senior citizens. The QxX index is referenced to a pool of 46,290 people aged over 65 in the US, and will be tracked and updated monthly. The bank says it will produce vanilla...
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.
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