Insurance
Internal affairs
Internal Models
Swap till you drop
Longevity
Perfect storm
The fall in equity prices, combined with a sharp drop in bond yields, has decimated the funding positions of pension schemes across the globe. With many companies tottering under the weight of ballooning pension deficits, could this be the spark for the…
Look Back
Comment
Sting in the tail
Credit spreads on highly rated names have blown out to levels that are proving irresistible to many buy-and-hold investors such as pension funds. But tail risk in the form of increased default expectations is still a major consideration. Blake Evans…
Robert Stheeman
The head of the UK's Debt Management Office, the body responsible for administering the wave of recent government issuance, tells Sarfraz Thind that the recent failed auction doesn't spell a death of demand for gilts
CME acquires hurricane index
CME Group has acquired the Carvill Hurricane Index from Carvill America Inc. and renamed it the CME Hurricane Index.
Time to play it safe?
Variable Annuities
Taking the long view
Longevity
State of reform
State Pensions
A stochastic model for pricing longevity-linked guarantees
Technical papers
Time ripe for inflation investments and hedges, says Sinopia chief
The launch of a variety of fiscal stimulus packages by Asian and western governments combined with quantitative easing by some central banks has renewed concerns about the risk of significant increases in future inflation rates around the world.
Difficulties with deficits
Pension deficits have rocketed, with slumping equity markets decimating asset portfolios. Has this made bulk purchase annuity solutions more attractive or are the costs too punitive? Ryan Davidson reports
The perfect match
Currency risk
Getting the green light
Regulator Q&A
Optimising through optimism
Editorial Roundtable