Archive

  • The challenge of hedging under the volatility adjustment

    29 April 2015

    The multiple factors used to calculate the Solvency II risk-free rate when using the volatility adjustment (VA) render it almost impossible to hedge perfectly while maintaining capital efficiency, but that in turn creates an opportunity for value-added asset-liability management, says Paul Fulcher

  • Time is running out for Greece

    27 April 2015

    Endgame in about six weeks, says JP Morgan; Draghi stresses about banks

  • Cat bond fund launched by Schroders

    17 April 2015

    Can invest up to 25% in private placements

  • Insurers see the gold in green

    09 April 2015

    Green bonds are looking increasingly attractive to insurance companies which want to meet their risk and return objectives while producing a positive environmental or social impact. But there are concerns about the definition and capacity of the market, as Mark Nicholls explains

  • US insurers expect little change in interest rates this year

    02 April 2015

    AM Best survey also highlights interest in less liquid assets

  • Urban opportunities open up for investors, claims Prudential Investment Management

    13 January 2015

    White paper identifies investment opportunities

  • Asset risks hold back hedge fund insurers

    06 January 2015

    Rating agencies are the main barrier to launch

  • Cutting down the hedge: how Emir is hitting insurers

    06 January 2015

    Insurers are grappling with new EU rules which could discourage the use of derivatives at a time when they need them more than ever. Safraz Thind reports.

  • Insurance Asset Risk's top stories of 2014

    29 December 2014

    The events of 2014 confirmed that low interest rates and regulatory change remain the top concerns for insurers, says Christopher Cundy

  • Interest rate hedges land Delta Lloyd with €22.8m fine

    22 December 2014

    DNB orders firm to sack CFO