Asset allocation
Bafin planning to gold-plate asset rules, insurers claim
Firms think investment limits will continue to apply after Solvency II
Lighthouse: Korean pension plan sets Asian hedge fund trend
Japanese government pension will invest in hedge funds in three years, predicts FoHF
Supervisors fret over grasp of prudent person rule
Regulators worry too few insurers are taking Solvency II’s PPP into account
Stress testing in non-normal markets via entropy pooling
Ardia and Meucci introduce a parametric entropy pooling approach to portfolios stress testing
Passive investment will hurt economic growth, Brandes says
Asset management veteran defends value investing as tried-and-tested strategy
Life firms look to build on mortgage lending success
Dutch approach could be copied elsewhere in Europe
Q&A: Standard Life's Singh on changes in risk management
Regulation and tough markets put risk centre-stage, says CRO
Insurers explore barbell investment strategies
Firms look to benefit from rising rates and cut capital charges
Insurers warm to risk factor diversification
Insurers are rethinking their investment process in terms of risk factors
Hedge funds reluctant to use Jobs Act
Traditional methods of gathering assets favoured by managers
Insurers face tight deadline for matching adjustment
Firms urged to rush restructuring of portfolios for Solvency II long-term guarantee measure
Insurers weigh home-loan investment as efficient source of yield
Capital charge for residential mortgages under Solvency II makes buying loan portfolios more attractive, say bankers
Commission proposals to ease look-through rules ‘require clarification’
Exception in draft Level 2 text could exclude active funds
Insurers hunt for 'scale premium' in infrastructure assets
Size and tenor of deals grow in importance as illiquidity premium fades
Insurers bridge infrastructure investment challenge
As life insurers increase their exposure to infrastructure, Blake Evans-Pritchard reports on the different ways in which they are approaching the asset class
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 seize opportunities in European corporate funding markets
As European insurers increasingly invest in illiquid corporate debt, credit funds and partnerships with banks are helping them overcome their lack of expertise and tap into a market that offers high-yields and a chance of diversification. But markets…
European insurers return to peripheral sovereign debt markets
High yields and low volatility driving comeback from core-Europe firms
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.
Insurers eye opportunities in commodity trade finance
CX Re and Partnership Assurance invest in CTF assets
Hedge Fund Lions' Den: Emerging managers learn their fate
The lions compare notes and exchange opinions on the three emerging managers who then face the lions to hear how much - if any - allocation Andrew McCaffery, Luke Ellis and Stanley Fink will make
Regulation could be saviour of Europe’s FoHF business
While many moan about the EU’s AIFMD and other rules, one fund of hedge funds leader is optimistic the regulations will stimulate activity in Europe and bring assets back to the industry
Portfolio optimisation via replication
Filippo Della Casa and Michele Gaffo propose a new framework to run portfolio optimisation for life insurance business, by exporting the replicating portfolio technique from risk management to investment management. In particular, they develop a new risk…