This site uses cookies. By continuing to browse the site you are agreeing to our use of cookies. Find out more here

Derivatives Interest Rate, Equities, Credit , FX

Analysis

Generating return in a cold climate

Low interest rates are prompting insurers to look to further afield in their hunt for yield. For those with resources and dedication, two major areas of focus right now are corporate loans and infrastructure lending. But are these the assets of the future that many say they are? Sarfraz Thind reports

Liquidity swaps market struggles with complexity and uncertainty

Liquidity swaps can give insurers collateralised exposure to higher-yielding assets and ease the pressure on investment performance. But does the yield pick-up compensate for the complexities of the market?

Solvency II will hit securitisations but may boost derivatives' use

Securitisations, hedge funds, real estate and private equity are not favoured assets based on Solvency II capital charges, but derivatives may offer insurers some flexibility, as Safraz Thind explains

Hyping up the hedge

Aegon's €12bn longevity swap last month appeared to be the deal that would finally kick-start the heavily-hyped longevity risk transfer business. But the finer details reveal more marketing spin than substance. Sarfraz Thind investigates

Coping with volatile assets and loss-making liabilities

Insurers are facing challenges on both sides of the balance sheet from the market environment and regulatory change. New approaches are needed but there are pitfalls. Helen Yates explains

Should insurers be stressing over Eiopa's capital tests?

Eiopa's insurance stress tests have come under fire, and with Solvency II still in development are they out of date already? Lorna Davies reports.

More Derivatives Analysis >