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Investment risk/strategy LiabiliyDriven Investment, De-risking

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

Separating country risks from national finances

The use of sovereign ratings as a stand-in for country risk is proving problematic for many insurers and credit analysts, say Marcel Heinrichs and Ivelina Stanoeva

How the matching adjustment helps insurers in a crisis

Daily solvency monitoring offers valuable insights into an insurers' risk profile and its regulatory capital requirements – and demonstrates the potential power of the matching adjustment. Matthew Cocke, Russell Osman and Russell Ward explain

Learning from Japan's 'lost decades'

With much of Europe mired in a deepening recession, the parallels with Japan’s ‘lost decades’ become ever more acute. Paul Fulcher and Teoman Kaplan explore whether European insurers can learn from their Japanese peers in how to deal with a prolonged state of stagnant economic growth and low interest rates

Insurers rue Solvency II’s loss of momentum

Leaving aside the further setbacks to the timetable for Solvency II implementation, participants in the recent InsuranceERM/QlikView roundtable also expressed concern over the attitude of regulators to internal models and the likelihood that the industry would see no capital benefits from complying with the directive

From the Talmud and Markowitz to a holistic picture of risk

Systems thinking helps risk modellers develop a more dynamic, responsive analysis of complex systems. Matt Cocke and Richard See-Toh track developments from 4 BC to today’s ERM approach

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