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 calculation...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Variable annuities articles
Uncertain global economic conditions mean that consumer demand for variable annuity products remains high. Yet these same economic conditions make the hedging of the embedded guarantees more challenging, while the steps taken by regulators to constrain...
Warren Buffet once famously described derivatives as “financial weapons of mass destruction”. The ‘Sage of Omaha’, in one of his annual letters to shareholders in his Berkshire Hathaway company, described derivatives as “time bombs”, both...
Regulators are targeting insurers’ use of variable annuities and insurance-linked securities in their fight against global systemic risk. But insurers say these products are fundamental to the way the insurance industry works. Louie Woodall reports...
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 provide some fresh insight. Laurie Carver introduces this...
Dealers seeking variable annuity related hedging opportunities in Asia-Pacific are focusing on South Korea. While some players have sold hedges based on structured variants of CPPI, dealers hope that the prospect of new regulation in Asian markets could...
Derivatives dealers seeking variable annuity-related hedging opportunities in Asia-Pacific are focusing on South Korea. While some players have sold hedges based on structured variants of constant proportion portfolio insurance, dealers hope that the...
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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