Variable annuities
Systemic risk debate hots up over variable annuities and ILS
In defence of the non-traditional
Variable annuities do not pose a systemic risk - Geneva Association
Industry think-tank rejects product’s designation as a non-traditional, non-insurance activity
Cutting Edge introduction: Wrong-way risk and the limits of correlation
Traditional models for wrong-way risk focus on the correlation between default and exposure – a blunt tool for a tail risk. Alternatives are thin on the ground, but a scenario-based approach may provide some fresh insight. Laurie Carver introduces this…
VA providers seek regulatory boost to products in Asia
Variable probabilities
Variable annuities offer mixed opportunities in Asia
Variable outlook
Sunrise on Japanese VA hedging
Sunrise on Japanese VA hedging
House of the year: Citi
Structured Products Asia Awards 2012
Best in Japan: Société Générale
Structured Products Asia Awards 2012
Banks offer combined reinsurance and hedging solution to Japan VA providers
Following risk management failures in the financial crisis, Japanese variable annuity providers’ new VA offerings include conservative investment objectives and sophisticated hedging strategies, combined with reinsurance
Banks look to cut corners on CVA computation
Cutting CVA corners
American VA providers de-risk to combat market volatility
Staying steady
The volatility challenge
The volatility challenge
Solvency II set to boost interest in variable annuities
Bright new hope?
Internal model compulsory for variable annuity providers in Ireland, says BOI’s Elderfield
Internal model compulsory for variable annuity providers in Ireland, says BOI’s Elderfield
Asia-Pacific insurance sector leans further towards structured products
Asia-Pacific insurance sector leans further towards structured products
Technology innovation of the year
Technology innovation of the year
Sponsored statement: MetLife
MetLife: A global innovator in variable annuity risk management
Estimating and reducing lapse risk
The persistency problem
A balanced structure?
A balanced structure?
Internal model should not be mandatory for VA business – MetLife
Internal model should not be mandatory for VA business – MetLife
Insurance risk manager of the year: Metlife
Risk awards 2011
Aegon looks to cost of capital to price optionality in VA liabilities
A proposed new modelling framework from the Dutch insurer's US arm uses cost of capital in an analogous role to the market price of risk in traditional pricing theory to value long-dated options embedded in VA liabilities
Asia Risk Congress 2010: ING risk head admits mispricing variable annuities
Industry has underpriced variable annuities, conference hears
Hedge funds house of the year
Structured Products Europe Awards 2010