Insurance Risk
The gathering storm
The gathering storm
Demand for CPI-linked gilts predicted as fragmentation concerns are downplayed
Demand for CPI-linked gilts predicted as fragmentation concerns are downplayed
Pension fund liabilities could soar as Bank of England hints at second round of QE
Pension fund liabilities could soar as Bank of England hints at second round of QE
Insurers could withstand Greek and Italian default, says Fitch Ratings
Insurers could withstand Greek and Italian default, says Fitch Ratings
Swiss Re: pharmaceutical and care-home sectors could provide capacity for longevity swaps
Swiss Re: pharmaceutical and care-home sectors could provide capacity for longevity swaps
Liquidity swaps face uncertain future as FSA consults on risk management
Liquidity swaps face uncertain future as FSA consults on risk management
Market volatility spurs interest in tail-risk management strategies
The sting in the tail
Agreement closer on 2014 implementation date for Solvency II
Transitional provisions must still be agreed
FSA urged to take direct action against liquidity swap ‘malpractice’
The British Bankers' Association (BBA) has called on the FSA to pursue individual cases of liquidity swap ‘malpractice’, rather than imposing new industry-wide regulations on the transactions
Solvency II
A collection of articles on Solvency II from Life & Pension Risk
Spread options, Farkas's lemma and linear programming
Spread options, Farkas's lemma and linear programming
Market fragmentation "inevitable" if CPI-linked gilts issued, says DMO chief
Key question is to what extent fragmentation could affect liquidity of new instrument, says chief executive of the UK’s Debt Management Office
Sponsored educational feature: UBS Delta
When is a hedge not a hedge? ALM under Solvency II
Calls for consistency over risk-free rate
Rates manoeuvres
Public sector funds eye LDI techniques
For the public benefit
Cat bonds poised for recovery after depressed year
Disaster recovery
Insurers gambling future on data quality
Shaky structures
Proxy modelling develops under Solvency II
The alternative route
Solvency II set to boost interest in variable annuities
Bright new hope?
Uncertainty reigns
Uncertainty reigns
News in brief
News in brief
US pension regulation reform will increase focus on risk management
US pension regulation reform will increase focus on risk management
Dutch pension reforms could cause unwinding of swap hedges
Dutch pension reforms could cause unwinding of swap hedges