Asset and liability management (ALM)
Yen interbank funding market calm as government bond yields retrace
The reduced scale of hedge fund carry trade activities compared with previous crises such as the collapse of Lehman Brothers in 2008 has reined in potential increases in the yen libor rate and short-end JGBs.
Prudential’s Thiam sees Asian infrastructure deals as ALM panacea; 340,000 Asia sales force 'completely insufficient'
Increasing numbers of infrastructure deals in Asian markets may help insurers meet their long-term liabilities, according to Prudential’s group chief executive.
The move away from market consistency
Full circle
Sponsored statement: MetLife
MetLife: A global innovator in variable annuity risk management
Sponsored statement: Royal Bank of Scotland
Liquidity – a new asset class? New opportunities for insurance and pension funds
Planning for bankruptcy of a major counterparty
Backup plan
Central Europe - insurers look to overcome region's ALM challenges
Taking the centre ground
Pension fund risk manager of the year: Pension Protection Fund
Risk awards 2011
Corporate risk manager of the year: BMW
Risk awards 2011
Banks moving to build liquidity ahead of Basel III
Building up buffers
Asia Risk Congress 2010: ING risk head admits mispricing variable annuities
Industry has underpriced variable annuities, conference hears
Cern pension fund – moving beyond LDI
Frontiers of funding
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Basel Committee sovereign debt plans criticised
Basel Committee’s proposal to increase bank liquidity through sovereign bonds could hinder efforts to meet capital ratio targets, conference hears
Limited upside for consumer non-cyclicals: LGIMA's John Bender
To the best of their liability: LGIMA profile
Asia Risk 15: Mastering mismatches by using ALM risk tools
The development of domestic bond markets and longer-dated hedging instruments in Asia during the past 15 years has helped insurers to manage their duration mismatches. But there is still a long way to go. By William Rhode*
IAS 19 to speed pension de-risking
Proposed changes to accounting standards will remove some of the reporting freedom enjoyed by pension funds and could steer them away from investing in equities towards the relative safety of bonds and swaps – a development that could have an impact on…
Deutsche Bank boosts bond origination team
Reid Payne, Maryam Khosrowshahi and Anatoli Kossarik join Deutsche Bank’s CEEMEA debt capital markets team.
Reversal of fortune
Inverted swap spreads have defied earlier predictions that they were a short-term aberration to still be a feature 18 months after their first appearance. Is this set to continue and, if so, does it pose an opportunity for pension schemes and insurers?…
Sponsored statement: Standard Chartered – winning for clients in Asia, Africa and the Middle East
Standard Chartered delivered an impressive set of results for 2009 even as its competitors across the world continued to suffer the fallout of the financial crisis. Group head of financial markets, Lenny Feder, talks about the successes of the year and…
Risk Espana rankings 2010
Changing of the guard