Zurich's Tom Rogers on the group's risk-based asset model
Tom Rogers, Zurich Insurance Group’s head of strategy implementation, talks to Michael Faulkner about the insurer’s risk-based approach to asset allocation
Insurance Risk: What is the role of the investment strategy implementation team?
Tom Rogers: Zurich has separated the investment management side of things from the insurance business. Our role is to take the liabilities being generated [by the insurance operations] and optimise the risk-adjusted returns, subject to the restrictions we have in place on the capital side and how much risk we can take.
We have a strategy development group that runs quant models and asset-liability management analysis
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