Asset and liability management (ALM)
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…
Asset managers lure insurers with new exchange-traded funds
Insurers predicted to increase ETF exposure
Insurers to ramp up private equity exposure in 2014
Insurers are rethinking their investment strategies and beginning to increase their exposure to private equity. Some are even looking at it from an asset-liability management perspective.
Irish variable annuity companies braced for new reporting requirements
Regulator introduces new risk monitor to scrutinise market risks and act as early-warning indicator
An evaluation of interest rate risk tools and the future of asset/liability management
Sponsored statement: Moody's Analytics
Liquidity & Funding Risk 2013: Don't rely on forward guidance, say ALM chiefs
Forward guidance alone is of little use from a liquidity planning point of view, conference hears
Investment strategy trends in the UK life insurance sector
Sponsored feature: RBS
Insurers prepare for interest rate hikes
Rate of relief
Low yields force Asian insurers to reassess ALM strategies
With long-term bonds in short supply and falling interest rates putting pressure on earnings, Asian insurers are considering giving up on asset-liability matching in order to chase yield. Blake Evans-Pritchard reports