How Solvency II will change insurers’ ALM and investment strategies

12 July 2010

Published in: Risk management, Regulation, Investment risk - strategy

Companies: CEIOPS, CFO/CRO Forum, ISDA, CEA, Lloyds Banking Group, Chartered Institute for Securities and Investment, Institute of Actuaries

The QIS5 discounting rules should encourage greater derivatives usage while the proposed capital charges for credit will encourage a focus on shorter-duration higher quality bonds, argues Peter McGloughlin.

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