Asset management
Webinar: Solvency II and the asset data management challenge
Solvency II presents considerable challenges for insurers and asset managers in terms of asset data management. Yet it is an area which to date has received relatively little attention. This webinar, in conjunction with BNY Mellon Asset Servicing, brings…
Capitalising on the bank asset sale
Capitalising on the bank asset sale
Risk institutional investor rankings 2012
Deutsche on top
Lombard Odier advocates different approach to asset allocation
Hubert Keller, managing partner, asset management, at Lombard Odier Investment Managers says investors are making fundamental changes in the way they approach portfolio and hedge fund allocations.
Sponsored webinar: BNY Mellon
Data management proves an ominous task
Stress testing with fully flexible causal inputs
Stress testing with fully flexible causal inputs
Asian institutional investors focus on quantitative risk management
Investors in Asian institutions are catching up with European and North American counterparts in demanding quantitative risk measures and risk numbers as part of their investment mandate, says risk head at AmInvestment Group in Malaysia
Sponsored feature: BNY Mellon
Putting cash to work – Now and post Solvency II
Life & Pension Risk software directory 2012
Software directory 2012
Harcourt appoints van Houten as head of risk
CRO of Swiss investment firm to leave in May
Alternatively weighted risk premium indexes gain momentum
Index providers and fund managers who have tended to focus on performance are seeing demand from investors for strategy indexes that focus on risk
Solvency II reporting compliance is challenging insurers, survey finds
Reliance on third parties for critical data is key issue
Lookback
Lookback
Solvency II asset charges will not stop insurers providing bank funding, say economists
Demand for covered bonds and shorter duration corporate paper likely to increase, according to exclusive analysis by economists at Dutch central bank
Insurers and pension funds eye emerging market debt
New horizons
Video: Schroders HK chief bullish on development of offshore RMB bond market
Lieven Debruyne, chief executive of Schroder Investment Management (Hong Kong), is eyeing up opportunities in the dim sum bond market
Block trade allocations: FCMs and CCPs prepare for new regime
Block around the clock
Market-consistent equity risk premiums
The capital asset pricing model used to determine excess return for a given risk level and allocate assets typically uses historical data, which can be a poor predictor of risk. By adapting the model to be consistent with market-implied distributions,…
Falling coverage ratios will hamper Dutch pension funds’ buy-out efforts, warns ABN Amro
ABN Amro predicts half of Dutch company pension funds will shift assets to insured schemes
Asset Manager of the Year: Barclays Capital Fund Solutions
Asia Risk Awards 2011
Market-consistent equity risk premiums
Market-consistent equity risk premiums
Market volatility spurs interest in tail-risk management strategies
The sting in the tail
Hellman & Friedman to buy OpenLink
New-York-based commodity software firm OpenLink has announced its owners The Carlyle Group will sell it to a US private equity firm
Marking systemic portfolio risk with the Merton model
Marking systemic portfolio risk with the Merton model