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

Constructing a term structure of unconditional interest rate volatility

24 March 2009

Making assumptions about uncertainty far into the future, as insurance companies have to, is fraught with difficulty, especially as the data is limited beyond 10 years. Steffen Sorensen of Barrie & Hibbert explains how to tackle this problem.

Published in: Investment risk, ALM