Mortality risk
Internal models can cut capital requirements for longevity and mortality...
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...
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How banks needs to consider their IT infrastructure
Banks are increasingly using their IT infrastructure to increase their competitive advantage. Learn how this can work in practice.
More Mortality risk articles
Longevity swaps - a new way forward
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 and Munich Re enter mortality bonds
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...
Goldman Sachs unveils mortality index
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...
A unifying approach
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 launches tradeable mortality index
Goldman Sachs has launched a tradeable mortality index based on a pool of US senior citizens.
A catastrophe waiting to happen?
As climate change and geopolitical uncertainty ratchet up the risk of a single, catastrophic event, insurers are turning to catastrophe bonds to offset that risk.
Using market and credit risk analytics to strengthen performance
How are banks improving their risk management techniques?
This handy guide reviews the various steps banks are taking to improve their risk management techniques, looking at the benefits and pitfalls of each one.
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Using market and credit risk analytics to strengthen performance
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The global credit crisis exposed the weaknesses inherent in the risk management and IT infrastructures employed by banks.
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