Asset management
Solvency II reporting compliance is challenging insurers, survey finds
Reliance on third parties for critical data is key issue
Lookback
Lookback
Solvency II asset charges will not stop insurers providing bank funding, say economists
Demand for covered bonds and shorter duration corporate paper likely to increase, according to exclusive analysis by economists at Dutch central bank
Insurers and pension funds eye emerging market debt
New horizons
Video: Schroders HK chief bullish on development of offshore RMB bond market
Lieven Debruyne, chief executive of Schroder Investment Management (Hong Kong), is eyeing up opportunities in the dim sum bond market
Block trade allocations: FCMs and CCPs prepare for new regime
Block around the clock
Market-consistent equity risk premiums
The capital asset pricing model used to determine excess return for a given risk level and allocate assets typically uses historical data, which can be a poor predictor of risk. By adapting the model to be consistent with market-implied distributions,…
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
Asset Manager of the Year: Barclays Capital Fund Solutions
Asia Risk Awards 2011
Market-consistent equity risk premiums
Market-consistent equity risk premiums
Market volatility spurs interest in tail-risk management strategies
The sting in the tail
Hellman & Friedman to buy OpenLink
New-York-based commodity software firm OpenLink has announced its owners The Carlyle Group will sell it to a US private equity firm
Marking systemic portfolio risk with the Merton model
Marking systemic portfolio risk with the Merton model
Video: Birla Sun Life’s Rama Vasantharajan on risk and regulation
Birla Sun Life’s Rama Vasantharajan believes regulation plays a critical role in preventing financial institutions from collapsing. She also discusses enhanced risk management after the global financial crisis as well as the dangers of systemic risk…
VIDEO: Custody Risk discusses the alternative funds industry in Luxembourg with ALFI
Melanie White speaks to Charles Muller, deputy director general for the Association of the Luxembourg Fund Industry (Alfi).
When ‘bad’ assets aren’t bad – Caveat Lector column
Bargain hunt
HSBC Global Asset Management appoints new Asia CIO
Bill Maldonado, who was a derivatives portfolio manager in the 1990s, is transferring from London to become chief investment officer for HSBC Global Asset Management in Asia
Unconstrained bond funds gain momentum as investors turn away from benchmarks
Asset managers have reported demand from clients for so-called unconstrained bond strategies; freeing them from the rigidity of managing to benchmark bond indexes. Credit talked to five leading investment firms to get their take on the unconstrained…
Marking systemic portfolio risk with the Merton model
Marking systemic portfolio risk with the Merton model
Buy-side firms urged to avoid stampede to CCPs
Panel participants encourage buy-side firms to engage with CCPs early to avoid a last-minute rush
BNY Mellon names Alan Harden as first CEO for Asia-Pacific
BNY Mellon Asset Management has hired Alan Harden from ING Investment Management as its first chief executive for the Asia-Pacific region.
BarCap offers medium-term volatility in Ucits III form
BarCap offers medium-term volatility in Ucits III form
Offshore renminbi bonds offer value: Cecilia Chan interview
In conversation with...Cecilia Chan
Fab news for Tikehau
Fab news for Tikehau