Asset and liability management (ALM)
The periodical problem
The periodical problem
Liability insurers need to embrace life ALM techniques
Liability insurers need to embrace life ALM techniques
UK banks reveal size of eurozone funding gaps
Banks reduce cross-border funding of peripheral eurozone assets in an attempt to mitigate redenomination risk - but funding gap still tops £10 billion for Spain
Korea insurers wrestle with duration mismatch on life books
Korea guidance
Risk 25: How Basel III is turning borders into barriers
Turning borders into barriers
New Omnibus II yield curve extrapolation proposals ‘a significant ALM challenge for insurers’
New Omnibus II yield curve extrapolation proposals ‘a significant ALM challenge for insurers’
Targeting currency risks
Targeting currency risks
Greek exit threatens eurozone ALM
The Greek gift
US farm lenders fear clearing will trip leverage ratio
Posted collateral cannot be used to offset liabilities when calculating farm credit banks' leverage ratio
Deposit flight threatens banks' eurozone ALM efforts
Attempts to match assets and liabilities on a country-by-country basis could be threatened if Greece exits eurozone, lenders fear
Life & Pension Risk Nordics: Market volatility and Solvency II 'present opportunities for life sector'
Solvency II must be implemented on time, says Länsförsäkringar Liv CFO
The extrapolation conundrum
The extrapolation conundrum
Insurers look to social housing to diversify asset mix
Social enterprise
Investors split on 100-year gilt proposal
An ultra long-dated gilt will provide observable market data for liability discounting, but investor demand at the 100-year maturity is questioned
Low risk, high return: getting the most from a low risk asset strategy
Low risk, high return
Life & Pension Risk software directory 2012
Software directory 2012
Cash-rich insurers eye loan books of de-leveraging European banks
Cash-rich insurers eye loan books of de-leveraging European banks
The volatility challenge
The volatility challenge
Solvency II asset charges will not stop insurers funding banks
Strategic moves
Eurozone debt writedown could cost insurers €143bn
Prolonged low interest rates could threaten insurers’ solvency, Swiss Re warns
Falling coverage ratios will hamper Dutch pension funds’ buy-out efforts, warns ABN Amro
ABN Amro predicts half of Dutch company pension funds will shift assets to insured schemes
Inflation estimate errors costing defined benefit sponsors £50 billion
Overestimated inflation projections could be costing UK defined benefit scheme sponsors more than £50 billion in unnecessary funding commitments, a corporate adviser warns