Asset and liability management (ALM)
Central Europe - insurers look to overcome region's ALM challenges
Taking the centre ground
Pension fund risk manager of the year: Pension Protection Fund
Risk awards 2011
Corporate risk manager of the year: BMW
Risk awards 2011
Banks moving to build liquidity ahead of Basel III
Building up buffers
Asia Risk Congress 2010: ING risk head admits mispricing variable annuities
Industry has underpriced variable annuities, conference hears
Cern pension fund – moving beyond LDI
Frontiers of funding
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Vote for the top vendor in a variety of risk management and derivatives trading technology categories.
Basel Committee sovereign debt plans criticised
Basel Committee’s proposal to increase bank liquidity through sovereign bonds could hinder efforts to meet capital ratio targets, conference hears
Limited upside for consumer non-cyclicals: LGIMA's John Bender
To the best of their liability: LGIMA profile
Asia Risk 15: Mastering mismatches by using ALM risk tools
The development of domestic bond markets and longer-dated hedging instruments in Asia during the past 15 years has helped insurers to manage their duration mismatches. But there is still a long way to go. By William Rhode*
IAS 19 to speed pension de-risking
Proposed changes to accounting standards will remove some of the reporting freedom enjoyed by pension funds and could steer them away from investing in equities towards the relative safety of bonds and swaps – a development that could have an impact on…
Deutsche Bank boosts bond origination team
Reid Payne, Maryam Khosrowshahi and Anatoli Kossarik join Deutsche Bank’s CEEMEA debt capital markets team.
Reversal of fortune
Inverted swap spreads have defied earlier predictions that they were a short-term aberration to still be a feature 18 months after their first appearance. Is this set to continue and, if so, does it pose an opportunity for pension schemes and insurers?…
Sponsored statement: Standard Chartered – winning for clients in Asia, Africa and the Middle East
Standard Chartered delivered an impressive set of results for 2009 even as its competitors across the world continued to suffer the fallout of the financial crisis. Group head of financial markets, Lenny Feder, talks about the successes of the year and…
Risk Espana rankings 2010
Changing of the guard
Negative carry presents corporate hedging conundrum
Steep interest rate yield curves cause corporate treasurers to focus on the cost of carry.
In search of the perfect match
Demand from pension funds for structured products has slumped during the financial crisis due to the great sell-off of equity risk. But the downturn has raised awareness of how derivatives can help match assets and liabilities, a strategy that is on the…
Variable annuities: waiting for the next generation
A few years ago European insurers were issuing increasing numbers of guaranteed products that resembled structured notes. What scope is there for this type of business today? By John Ferry
Replicating success
The financial crisis drummed home to many banks the advantages of quickly calculating exposures and executing hedges for complex portfolios. As a result, some banks are looking to the insurance sector and their use of replicating portfolios. By Clive…
The PPF principle
The result of the recent economic dislocation is an increase in corporate insolvencies - many of which will result in deficit-ridden pension schemes falling into the lap of the UK's Pension Protection Fund. It is timely that the organisation has reviewed…
On debt row
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