Liability management
ALM and liquidity risk reporting greatly enhanced by big data applications
Sponsored video: Luis Mataias, IBM Watson Financial Services
Reinsurers take on role providing Solvency II capital relief
Firms such as RGA are covering surrender risk, offering to replicate matching adjustment
Portfolio enhancement by secured financing
Sponsored video: Societe Generale
Reinsurers offer new solutions to PPO threat
General insurers see mounting long-term liabilites
Solvency II proposals cause confusion on non-euro extrapolation
Draft delegated acts suggest the last liquid point for non-euro currencies could shift
Cap 'too high' on Solvency II credit risk adjustment
Proposed changes will fail to prevent balance sheet volatility, say experts
New Swedish discount curve rejects Solvency II methodology
Extrapolation method changed following concerns Smith-Wilson method impractical
DVA for assets
DVA for assets
Longevity modelling must evolve
Longevity modelling must evolve
US focus: Pressure mounts over US life reserves
Pressure mounts over US life reserves
Ultra long-dated UK gilts could provide data to value long-term liabilities
Ultra long-dated UK gilts could provide data to value long-term liabilities
Investors split on 100-year gilt proposal
An ultra long-dated gilt will provide observable market data for liability discounting, but investor demand at the 100-year maturity is questioned
Alternative liability modelling techniques
Lessons from America
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
Calls for consistency over risk-free rate
Rates manoeuvres
Uncertainty reigns
Uncertainty reigns
FTSE100 pension deficits slashed by £32bn
Report says firms are finding increasingly innovative ways to plug deficits
Cern pension fund – moving beyond LDI
Frontiers of funding
Asset swaps continue to support inflation market
Linking to new sources of inflation
Limited upside for consumer non-cyclicals: LGIMA's John Bender
To the best of their liability: LGIMA profile
Deal of the year - Babcock International
Longevity swaps have been talked about as a solution to pension schemes’ longevity risk management challenges for some years. But this year Babcock International turned theory into practice when it became the first fund to complete a deal. Andrew sheen…
Multinational insurer of the year - Allianz
A nurturing of its capital base and an ability to react positively to unfavourable market events has made Allianz Life & Pensions’ multinational insurer of the year. Aaron Woolner reports
Innovation of the year - SEB Pension
In a year that has witnessed variable annuity providers massively scale back the level and increase the cost of the benefits they offer, Denmark’s SEB Pension has constructed a product that bucks the trend, raising the level and reducing the volatility…