Investment risk

News/comment

Mercer hires van Zyl

25 June 2010

Will advise on pension risk management

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Expect changes to product and investment strategies

16 June 2010

Fitch expands on rating impact of Solvency II

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US pension plans' funded status hit

07 June 2010

US pension plans' funded status hitFalling interest rates and equity values take their toll

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New policies may worry UK life industry

13 May 2010

New policies may worry UK life industryCoalition government’s potential cut in pension tax relief is a concern

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“UK life companies less troubled by Greek crisis”

11 May 2010

Aviva most exposed to European government debt

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Solvency II rules may hamper offshore SPVs

31 March 2010

By Reuters News

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Buffett raises Munich Re stake to nearly 8%

26 March 2010

By Reuters News

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Berkshire bonds safer than US government’s

22 March 2010

Yields lower than Washington’s

Analysis

How Solvency II will change insurers’ ALM and investment strategies

12 July 2010

How Solvency II will change insurers’ ALM and investment strategiesThe 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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Inefficient inputs lead to outmoded outputs

17 June 2010

Inefficient inputs lead to outmoded outputsMisleading assumptions often lead to inaccurate actuarial valuations of DB pension liabilities. Result: inefficient hedging strategies and an inappropriate contribution rate, says James Mushin

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Do insurers pose a systemic risk?

18 February 2010

Do insurers pose a systemic risk?The case against the banks is pretty damning, given the financial crisis. But insurers? As regulators fret over who and what causes systemic risk, the insurance industry is on the defensive. Jessica Baylis sifts through the arguments over its systemic relevance.

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Why the valuation of RMBS holdings needed changing

12 January 2010

Why the valuation of RMBS holdings needed changingThe NAIC found many flaws in the way that mortgage securities held by US insurers have been rated in the past and decided on a different approach, as Michael A Cohen explains

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2010 will bring many challenges, warn risk experts

05 January 2010

Among them: increasing regulatory burdens, a talent shortage, investment dilemmas and looming inflation. Our panel of industry soothsayers spell out their concerns.

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How ERM evolved over the past year

22 December 2009

How ERM evolved over the past yearFourteen 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.