News/comment
PensionsFirst Analytics creates sales team
10 March 2010
The team will work on the PFaroe pensions risk management service
Published in: Investment risk, ALM
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Liquidity premium report is a step forward, says Towers Watson
05 March 2010
But the price of annuities is still likely to rise
Published in: Capital - models, Insurance risk, ALM, Regulation - supervision
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Task force report details liquidity premium choices
04 March 2010
Main points highlighted by CEIOPS’ group on the liquidity/illiquidity premium issue
Published in: Capital - models, Insurance risk, ALM, Regulation - supervision
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Sovereign woes see funds seeking swaps cashflows
10 February 2010
By Reuters News
Published in: Investment risk, ALM
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Hedging of liability risks reaches new high in 2009
09 February 2010
Towers Watson expects further growth this year in spite of volatile markets
Published in: ALM, Longevity - mortality
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PIC insures Liberty International’s pension scheme
04 February 2010
Second FTSE 100 risk transfer transaction for the buy-out company
Published in: ALM, Longevity - mortality
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EU insurance watchdog's annuity report due mid-Feb
01 February 2010
By Reuters News
Published in: Investment risk, ALM, Regulation - supervision
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IERM’s top stories chart 2009’s risk management challenges
27 November 2009
The financial crisis and the toughening demands of Solvency II have been a combined test like no other for companies this year
Published in: Corporate strategy, Capital - models, Risk governance, Insurance risk, Investment risk, ALM, Market risks, Operational risk, Longevity - mortality, Cat risk - ILS, Software, Regulation - supervision
Analysis
How Solvency II will change insurers’ ALM and investment strategies
12 July 2010
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.
Published in: Investment risk, ALM, Regulation - supervision
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Inefficient inputs lead to outmoded outputs
17 June 2010
Misleading assumptions often lead to inaccurate actuarial valuations of DB pension liabilities. Result: inefficient hedging strategies and an inappropriate contribution rate, says James Mushin
Published in: Investment risk, ALM, Longevity - mortality
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Portfolio replication is not only about capital
24 February 2010
It’s not just group risk that can benefit from the use of replicating portfolios. Other areas of an insurance company such as liability product design, market risk monitoring and performance measurement in investment management will also find the approach valuable, as Rudi Damhuis, Nidal Shamroukh and Andrew Waters of Algorithmics explain.
Published in: Capital - models, ALM, Market risks
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How ERM evolved over the past year
22 December 2009
Fourteen experts pick the key lessons learned for risk professionals in 2009. Their views on what to expect in 2010 will be posted after the holidays.
Published in: Capital - models, Risk governance, Insurance risk, Investment risk, ALM, Market risks
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Insurers should use derivatives to manage risk under Solvency II
25 November 2009
The directive will require a total balance-sheet approach to the business and encourage non-life insurers to take a more active approach to managing market risks, argues Peter McGloughlin
Published in: Capital - models, ALM, Market risks, Regulation - supervision
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How replicating portfolios can reduce your model run time
27 July 2009
There are challenges to making this approach work but the effort can be worth it, explains Vanessa Leung
Published in: ALM
