Deutsche Bank has demonstrated its expertise in longevity risk management, with major transactions completed in the last year.
In February 2012, it completed a swap transaction that hedged risk on €12 billion (£9.5 billion) for Dutch insurer Aegon, which was the biggest longevity hedge ever done by a corporate.
The Aegon transaction was the first significant risk transfer of longevity risk to the capital markets. It was also the first major longevity risk transfer linked to population statistics
The week on Risk.net, December 2–8, 2017Receive this by email