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Matching adjustment details challenge UK insurers
22 April 2015The matching adjustment is currently the biggest issue for UK insurer asset portfolios before Solvency II comes into force next year. Among the key issues are equity release, FX hedges and collateral. Sarfraz Thind reports
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Unit-linked portfolios under Solvency II could offer significant capital benefits
03 February 2015The matching requirements for unit-linked assets and liabilities offer the possibility of both stabilising the economic balance sheet and enhancing the solvency position, argue Sinéad Clarke, Kevin Manning, Scott Mitchell and Eamonn Phelan
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Revisiting replicating portfolios
14 November 2014The benefits of using orthogonal calibration with principal component analysis of the candidate assets when calibrating a replicating portfolio are explained by Alexey Botvinnik, Dr Mario Hoerig, Dr Florian Ketterer, Alexander Tazov and Florian Wechsung
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Optimising Solvency II capital through investment strategy
12 September 2014Insurers should consider their overall investment strategy holistically to minimise SCR capital charges
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European insurers see embedded values rise
17 July 2014New business aiding recovery says Milliman
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Annuity changes put corporate bonds under pressure
23 April 2014Revisions to the UK's legislation around annuities is causing insurers to rethink investment strategies. Hardeep Dhillon examines the impact on sterling capital markets and demand for assets
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Derivatives used for hedging by two out of three life insurers
14 April 2014Interest-rate, equity and currency risks are the main ones hedged, Milliman survey finds
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Hopes build for better treatment of infrastructure investment under Solvency II
27 September 2013Infrastructure investments provide a great match for insurers' liabilities, but Solvency II's crude view of the investment risk means money is not flowing as fast as it could. Milliman and JP Morgan Asset Management set out the justification for a review
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