A question of timing
As the financial market faces the biggest crisis since the end of the dot.com boom, do the solvency models in place offer the flexibility to cope with changing conditions and how have insurers and pensions funds altered their asset allocation in response? Aaron Woolner reports
Achieving a realistic price for illiquid assets in a falling market is a conundrum for financial institutions and one that has recently proved especially problematic for entities that depend on short-term funding for their survival. It also has important ramifications for pension funds in the Netherlands and insurers in Denmark, Sweden and the UK today - and across the whole of the EU insurance industry in 2012 when Solvency II is slated to come into effect.
But a common thread among the Dutch
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