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

.....

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

.....

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

.....

Sovereign woes see funds seeking swaps cashflows

10 February 2010

By Reuters News

Published in: Investment risk, ALM

.....

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

.....

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

.....

EU insurance watchdog's annuity report due mid-Feb

01 February 2010

By Reuters News

Published in: Investment risk, ALM, Regulation - supervision

.....

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

.....

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

.....

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

.....

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

.....

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

.....

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