Asset management
Hedge funds see appeal in inflation anomalies
Market has become less efficient and less self-correcting, funds say
Hedge Funds Review Americas Awards 2014 open for entries
Hedge funds and FoHFs in North and South America encouraged to enter
Catastrophe modellers embrace open platforms
Liberalised cat modelling market will place extra demands on model validation
Rising interest rates pose challenge for Asia insurers
ALM benefits potentially outweighed by rise in lapses
PRA pushes on with recovery plans for domestic insurers
Firms asked to tackle sources of intragroup interconnectedness
US end-users are losers in swaps liquidity split
US participants "are not able to access" full breadth of liquidity, says Tradeweb CEO
Rival vendors unveil open cat modelling platforms
New product suites offer increased transparency and customisation
Options for collateral options
When collateral can be posted in multiple currencies, pricing even the simplest derivatives involves optionality, which is often tackled numerically. But by conditioning on a risk factor to make variables independent, this can be simplified. Alexandre…
At the mercy of politicians
UK Budget highlights insurers' vulnerability to political risk
SEC probes retail hedge fund liquidity
So-called multi-alternatives are growing rapidly - too rapidly for some sceptics
US regulators grapple with proposed XXX captives fix
States concerned over use of ‘deregulatory' valuation approach
Clearstream acquires Citco fund services subsidiary
Deal worth €40 million-50 million
Bulk purchase of enhanced annuities offers growth potential
Medically underwritten buy-ins offer opportunities but with unique risks
Progressive insurers revise approach to sovereign risk
Some supervisors pressing firms to risk weight sovereign bonds
Largest hedge funds vulnerable to 2008 repeat
Biggest 30 would lose 4.6% in one month
Australian tax ruling targets offshore hedge funds
Limited partners are liable for capital gains
'40 Act no panacea for raising hedge fund assets
Compliance costs major hurdle to achieving critical mass
Concerns mount over periodical payment orders
General insurers embrace capital modelling and revised ALM strategies
Tailoring risk modelling for hedge fund investors
Combining returns and positions-based models recommended
Insurers warm to risk factor diversification
Insurers are rethinking their investment process in terms of risk factors
Behavioural analytics takes root in hedge funds
Traders and compliance departments find use for data analytics
Expected drawdown parity tackles tail risk
GAM portfolio construction offers alternative to backward-looking methods
Insurers to repackage assets for matching adjustment
Firms consider structured options for assets to meet Solvency II criteria
Germany/Russia correlation not to be underestimated
Ukrainian situation shows its impact on the markets