Insurance Risk - December 2014/January 2015
Articles in this issue
Insurance ALM from RBS – Putting risk in its place
Sponsored feature: RBS
Now is the time for clarity
Matching adjustment process shows how regulatory confusion might be resolved in practice
Expanding the benchmarked equity portfolio management paradigm
Hamza Bahaji, Stephanie Ridon and Emmanuel Bourdeix propose a tracking error driven allocation approach applicable to a broad equity universe
Insurance proxy modelling: the weight of success
Clive Davidson reviews how proxy models have developed since their inception a decade ago