BNP Paribas Axa Variable Annuity tops deal of the year category
This white paper looks at the heavy impact of regulation on investment managers, the mitigation of outsourcing risk, inefficiencies in corporate actions processing and the growing importance of collateral management.
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Buffers and baskets have appeal beyond structured notes and CDs
Rise in equity markets makes it less costly for insurers to de-risk
Simplified product design and buoyant equity markets combine to revive Japan VA market
Regulator introduces new risk monitor to scrutinise market risks and act as early-warning indicator
As insurers look for ways to improve the speed of their modelling calculations, some are turning to microprocessors originally developed for computer graphics in games consoles to increase calculati...
Jumping the hedge
Variable annuity products must avoid the derivatives witch hunt
In defence of the non-traditional
Industry think-tank rejects product’s designation as a non-traditional, non-insurance activity
Traditional models for wrong-way risk focus on the correlation between default and exposure – a blunt tool for a tail risk. Alternatives are thin on the ground, but a scenario-based approach may p...
Following risk management failures in the financial crisis, Japanese variable annuity providers’ new VA offerings include conservative investment objectives and sophisticated hedging strategies, c...
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.