Asset and liability management (ALM)
The volatility challenge
The volatility challenge
Solvency II asset charges will not stop insurers funding banks
Strategic moves
Eurozone debt writedown could cost insurers €143bn
Prolonged low interest rates could threaten insurers’ solvency, Swiss Re warns
Falling coverage ratios will hamper Dutch pension funds’ buy-out efforts, warns ABN Amro
ABN Amro predicts half of Dutch company pension funds will shift assets to insured schemes
Inflation estimate errors costing defined benefit sponsors £50 billion
Overestimated inflation projections could be costing UK defined benefit scheme sponsors more than £50 billion in unnecessary funding commitments, a corporate adviser warns
Insurers await Solvency II clarity for asset allocation
Feeling the way
Chinese sovereign wealth funds should dump US stocks, report says
Chinese sovereign funds such as Safe Investment Company and CIC should consider dumping and even shorting US retail stocks during US economic downturns, if they want to adopt an integrated asset and liability management process when making investment…
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When is a hedge not a hedge? ALM under Solvency II
Dutch pension reforms could cause unwinding of swap hedges
Dutch pension reforms could cause unwinding of swap hedges
Solvency II set to revamp insurers’ asset allocation – but not yet
Solvency II set to revamp insurers’ asset allocation – but not yet
Insurers in Asia ramp up risk technology platforms
Suped-up systems
Council of Europe pushes full implementation date of Solvency II back to 2019
Full impact of Solvency II’s interest rate term structure will not be felt until seven years after the directive’s introduction
Too big to invest? Asset allocation for supersize pension funds
Too big to invest?
Axa’s Mark Stamper talks about the insurer's risk overhaul in Asia
Chains of command
Structured hybrid products prove popular in Korea
Reinforcing structures
Takaful presents unique ALM challenges for insurers in Asia
Moral assurance
Preparing for Solvency II
Solvency II: insuring for change
Yen interbank funding market calm as government bond yields retrace
The reduced scale of hedge fund carry trade activities compared with previous crises such as the collapse of Lehman Brothers in 2008 has reined in potential increases in the yen libor rate and short-end JGBs.
Prudential’s Thiam sees Asian infrastructure deals as ALM panacea; 340,000 Asia sales force 'completely insufficient'
Increasing numbers of infrastructure deals in Asian markets may help insurers meet their long-term liabilities, according to Prudential’s group chief executive.
The move away from market consistency
Full circle
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Liquidity – a new asset class? New opportunities for insurance and pension funds
Planning for bankruptcy of a major counterparty
Backup plan