Allianz
People moves: Brevan Howard risk head moves to Coremont unit, Pimco PMs, and more
Latest job changes across the industry
El-Erian on Covid-19 policy risks and central bank capture
Former Pimco chief says Fed has gone too far, market function rules needed and chance opens for shared policy load
Lighting up the black box: a must for investors?
Many contend you must be able to interpret machine learning in order to use it
Sliding rates crimp Allianz’s Solvency II ratio
Solvency II ratio down 17 percentage points year-on-year
On eve of Brexit, PPF’s chief risk officer isn’t too worried
Stephen Wilcox talks about getting pensions paid without the benefit of controlling ‘UK Plc’
Allianz Global Investors adopts NLP signals in equities
Move to tackle unstructured data starts with sell-side analyst reports
The rise of the robot quant
The latest big idea in machine learning is to automate the drudge work in model-building for quants
Rates decline sinks Allianz’s Solvency II ratio
Market impacts take 11 percentage points off ratio in first six months of 2019
A tech-driven transformation
A panel of experts explores how greater collaboration between risk and finance teams can garner significant benefits and add value, how technological innovation is making the regulatory landscape more complicated to navigate and produce transformative…
People moves: new role for SG CIB’s Cartier, LCH rates head departs, BNP Paribas’s Akbay joins Goldman, and more
Latest job changes across the industry
Allianz’s counterparty risk charge up €102 million in 2018
Total solvency capital requirement down €600 million year-on-year
EU insurers’ solvency ratios weather UFR change
New fixing of ultimate forward rate increases firms’ solvency capital requirements
Allianz’s solvency ratio dips 11 points
Share buyback, market moves, regulatory tweaks all take their toll on capital
Model updates buttress Allianz's solvency ratio
Solvency II requirement less sensitive to rates, credit volatility than 2017
Solvency II capital charges concentrated in two key risks
Market risk SCR averages 37% across six large insurers
Allianz reduces interest rate risk following model change
Solvency II ratio sensitivity to -50bps interest rate shock falls from -11% to -7%
People moves: Hsu swaps HSBC for StanChart
Also: Instinet hires Asia-Pacific CEO, China chief for Citi, IDFC Bank names new chief exec; and others
Keeping faith: IAIS rebuffs view G-Sii concept will die
But firms see workplan announcement as step away from focus on high-risk entities
Supervisors must police activities, not entities – Allianz’s Buecheler
Regulatory chief welcomes debate moving beyond ‘too-big-to-fail’
People: ASX drafts in Stevens to replace ousted chief executive
Dominic Stevens new chief exec at Aussie exchange; SG's prime services Japan hire; new CROs for Axa and Allianz; and others
IAIS under pressure to learn from FSOC mistakes
G-Siis see MetLife opinion as strengthening their case against aspects of international regulation
Q&A: Allianz CRO on using smarter performance metrics
Modern CROs must think carefully about value, especially for capital-heavy products, says Tom Wilson
Allianz CRO plays down liquidity fears
Bond market worries are less relevant for long-term investors, says Tom Wilson
Allianz plans to expand low-risk alternatives
Doubling in assets shows demand for low-return investments