Striking the right balance

Strategic Asset Allocation

p17-sobscak-jpg

Life & Pensions: Was there much internal debate when you completed your triennial review of the FRR's strategic asset allocation?

Nicolas Sobczak, chief investment officer, FRR: Yes. There was a huge debate and it was good to go through. The first line of discussion was, what is the equity risk premium (ERP) in the long run? And are we rewarded for carrying and holding risky assets in our portfolio in the long run? That means you have to question more deeply what the ERP is. Was it material, and

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

The future of life insurance

As the world constantly evolves and changes, so too does the life insurance industry, which is preparing for a multitude of challenges, particularly in three areas: interest rates, regulatory mandates and technology (software, underwriting tools and…

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here