Asset liability management
MCEV provided reliable company values in recent economic turmoil argues Allianz’s Tom Wilson
The emergence of market-consistent embedded value has proved challenging for insurance traditionalists, but Tom Wilson, chief risk officer of Allianz, argues that not only has it provided an accurate reflection of shareholder value in the recent volatile…
PBGC deficit triples to record $33.5 billion
The US Pension Benefit Guaranty Corporation (PBGC) has posted a record deficit of $33.5 billion for the six months to March 31, tripling its previous deficit of $11 billion for the 2008 financial year.
Vanilla option replication for ALM shortfall risk
Technical papers
Downward spiral
ALM
Safety first?
German Asset Allocation
Benefit over the long term
Sponsored Round Table
LDI and beyond
Pension Risk Management
Through the looking glass
ABS Valuations
Tree of Knowledge
Technology
A platform for success
Practitioner profile
The contractual trust arrangement
Technical papers
A long way to go
Longevity
A rising market?
Australian inflation
A long way to go
Longevity