Awards 2011: Best bank – equity risk: Deutsche Bank

Best bank – equity risk: Deutsche Bank

One of the main sources of an insurance company’s volatility exposure comes from with-profit funds with embedded guarantees. Deutsche Bank has been helping insurance clients manage this volatility through reshaping their asset portfolios.

Tom Leake, London-based director of equity structuring at Deutsche Bank, says: “With the guarantee, the insurer has effectively written a put option on the assets backing that guarantee. One of the risk management techniques is to find a portfolio of replicatin

To continue reading...

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 indvidual account here: