Asset management
Capital introduction favours large hedge funds
Demand for ‘sticky’ money and market intelligence from large institutionalised hedge funds is squeezing out emerging talent
Big data presents opportunities for hedge funds
The use of unstructured data in creating an alternative information edge is a potential new source of uncorrelated excess returns
Trilogue parties lock horns on Solvency II third-country equivalence
Commission seeks flexibility to unilaterally recognise US, but resists making temporary regime open-ended
Q&A: Commission Solvency II head Wiedner on closing the deal on Omnibus II
Klaus Wiedner, head of the insurance and pensions unit at the European Commission, has the task of brokering a deal on Omnibus II. As negotiations go down to the wire, he rebuts criticism that too many concessions are being made to the insurance industry…
Hedge fund service provider rankings 2013 reveal surprises
Service provider rankings 2013 provide surprises
Lat Am hedge funds face disappointment
While hedge funds focused on Latin America are on course to underperform, Japan is a bright spot in the hedge fund universe
Iosco report exaggerates hedge fund leverage, critics claim
A report from the International Organization of Securities Commissions on the systemic risk posed by hedge funds lacks substance, industry participants claim
US debt ceiling a non-crisis, say hedge funds
The US government funding crisis did not spark panic among hedge funds, reports risk management consultant Investor Analytics
Napier Park exploiting Volcker opportunities
Hedge fund Houdinis
Hedge funds face automation challenge
Automation challenge
The economic view
Insurers are using the delays to Solvency II to improve their economic capital models
Portfolio optimisation via replication
Filippo Della Casa and Michele Gaffo propose a new framework to run portfolio optimisation for life insurance business, by exporting the replicating portfolio technique from risk management to investment management. In particular, they develop a new risk…
Collateral management survey 2013: collateral concerns grow
Insurance Risk’s second collateral management survey in conjunction with BNY Mellon finds more insurers are taking steps to prepare for new derivatives regulation, but concerns about collateral availability are mounting
New Swedish discount curve rejects Solvency II methodology
Extrapolation method changed following concerns Smith-Wilson method impractical
Commission looks to review clause to close deal on Omnibus II
Extensive safeguards and supervisory controls to be built in to Solvency II long-term guarantees package, says Commission’s insurance head
Hedge funds caused post-Lehman liquidity crisis, says NY Fed research
A staff report from the New York Federal Reserve argues the evidence points to hedge funds rather than dealers precipitating the post-Lehman liquidity crisis, with implications for rules on prop trading
No agreement in crucial Solvency II negotiations
Further trilogue scheduled as inconclusive negotiations continues uncertainty over Omnibus II package
ComFrame must build on existing regulations, say insurers
Prescriptive international regime would be 'very challenging' for firms
PRA U-turn on reporting in Solvency II guidelines implementation
Proportionality concerns remain as narrative reporting to be included in UK preparatory phase
Increased new business margin drives embedded value to three-year high
Average increase of 5.5%, despite rising rates hitting bond portfolios
Sponsored webinar: The business case for enhanced data governance
A panel of experts discuss how improved data governance can provide business benefits for insurers
Insurers may be better off not separating non-traditional, non-insurance business, says top lawyer
Capital cost of restructuring may outweigh regulatory benefits under G-Sii proposals
US Sifi process ‘stacked against insurers’ as Prudential Financial ends appeal
Decision 'unsurprising' say lawyers