Longevity
Insurer of the year: Pension Insurance Corporation
Risk Awards 2020: Innovative regulatory capital bond gives PIC an edge
Safeguarding liquidity in a changing environment
Nick Gant, head of fixed income prime brokerage for Europe, the Middle East, Africa and Asia-Pacific at Societe Generale Prime Services, discusses banks’ evolving responsibilities for providing liquidity in a post-financial crisis environment in which…
Another Brexit: UK heading for Solvency II risk margin fix
PRA to approve local cut to risk margin but implementation may be postponed until after March 2019
Crunching mortality and life insurance portfolios with extended CreditRisk+
Jonas Hirz, Uwe Schmock and Pavel Shevchenko present a summary of actuarial applications of the extended CreditRisk+ model
Life firms split on what risk margin means for bulk annuities
L&G predicts record volumes, but Aegon and UK's Prudential say risk-margin costs too high
Managing pension risk: The UK leads the way
Sponsored feature: Prudential Retirement
Plenty of life in the longevity risk market
Winners' Circle: Prudential Financial
Reinsurer of the year: Prudential Financial
Longevity cover for insurers secures second win for Prudential
Longevity risk transfer: Amy Kessler Q&A
Sponsored video: Prudential
Longevity risk hedging with a population-based index solution
Cedric Fetiveau and Chenye Jia propose a method to measure longevity risk
Strategy for increasing the global capacity for longevity risk transfer
Sponsored video: Societe Generale
BT longevity swap points way for pass-through structures
More pension schemes could take on reinsurer counterparty risk
Concerns mount over periodical payment orders
General insurers embrace capital modelling and revised ALM strategies
UK annuity reforms may squeeze insurers' appetite for illiquid assets
Allocations to infrastructure and property expected to reduce following Budget
Aviva longevity swap raises questions for intermediaries
Insurer goes direct to reinsurers for £5 billion pension scheme risk transfer
Canadian mortality data highlights longevity challenge for pension funds
Longevity risk transfer market must overcome fundamental issues
Longevity swap volumes poised for record-breaking highs
Competitive pressures and greater pricing transparency spur growth in 2013
SG CIB completes longevity trade for Aegon
Deal with Dutch insurer Aegon marks French bank’s first major transaction in the longevity swap market
Index-based longevity solutions continue to face challenges, experts say
Basis risk continues to worry pension funds, consultants say, despite the latest attempt by Deutsche Bank to create a flexible index-based longevity hedge
Longevity: Opportunity or flop?
Pension schemes are sitting on a huge amount of longevity risk, and capital markets investors could provide a home for this exposure. It looks like a tempting opportunity for bank intermediaries – but many dealers have tried and failed. Tom Osborn reports
Longevity risk under Solvency II
Longevity risk under Solvency II
Insurers eye longevity risk trades with Canadian and Dutch pension schemes
Influx of new swap intermediaries and improved risk modelling to spur expansion
Further longevity deals expected in 2013
More deals expected to take place in 2013, but complexity of transactions is expected to limit market growth