Asset and liability management (ALM)
Insurers must perform balancing act
Winners' Circle: RBS
Best bank, ALM and rates/inflation: Royal Bank of Scotland
Focus on core strengths proving successful with insurance clients
New RBC regime sees China insurers overhaul products and ALM
China's new insurance solvency regime starting to impact the market
Asian insurers recoil from structured products
Institutional and regulatory barriers blamed for poor take-up of derivatives by life companies
The management of refinancing risk in Islamic banks
This paper investigates the risk engendered by maturity mismatches.
Depositors feeling the pinch as banks bow to Basel III
Seven firms say deposit business is being complicated by LCR and leverage rules
EBA rate risk guidelines ease deposit cap
Greater flexibility welcomed, but problems may remain for mortgage lenders
Basel cuts credit spread charge from banking book work
Charge was felt to be "too difficult to capture" without complex rules
Impact study postponed for Basel rate-risk project
QIS was due to get under way last month but will now start in mid-2015
Basel rates split heralds soft landing, banks hope
First consultation paper on banking book interest rate exposure is expected in March
Insurance proxy modelling: the weight of success
Clive Davidson reviews how proxy models have developed since their inception a decade ago
Insurance ALM from RBS – Putting risk in its place
Sponsored feature: RBS
Taiwan compels life insurers to offer longer-dated products
September ban on variable life insurance products intended to lengthen asset portfolio
Insurers switch to absolute return
Benchmarking falling out of favour, says BlackRock report
Swapping from headline to core inflation and commodity hedging
The case for targeting core rather than headline inflation for long-term hedgers
Non-life firms look to infrastructure to match PPOs
UK general insurers eye illiquid assets to match growing long-term liabilities
Structured products demand in Taiwan hit by low volatility
Taiwan insurers shun structured products amid low volatility and rates
Dutch insurers cut sovereign holdings after discounting switch
Firms shrink government debt as they move to swap-based discounting
Rising interest rates pose challenge for Asia insurers
ALM benefits potentially outweighed by rise in lapses
US regional banks prepare for rising rates
With regulators watching closely, US banks are reining in the duration of bond portfolios
Concerns mount over periodical payment orders
General insurers embrace capital modelling and revised ALM strategies
Insurers face tight deadline for matching adjustment
Firms urged to rush restructuring of portfolios for Solvency II long-term guarantee measure
EC bank reforms would leave lenders unable to hedge
European proposal limits risk management tools to clearable swaps only, preventing options-based hedges
Integrating risk management with the investment process - a Munich Re case study
The perennial challenge for insurers and reinsurers is to make certain that the assets they hold will cover all their present and future liabilities. Traditionally, companies have sought to manage the risk of a shortfall through careful design and…