Hugo Coelho

Articles by Hugo Coelho

  • Getting the measure of credit downgrade risk

    21 September 2016

    Investors are questioning the impact of credit downgrades on insurers' Solvency II balance sheets. Hugo Coelho investigates how firms are gauging this risk and why they resist putting a figure on it.

  • Zweimueller insists on risk charging sovereign bonds

    09 September 2016

    But recognises risk of regulatory arbitrage

  • Industry backs delay in derivatives clearing for small firms

    05 September 2016

    Insurers may reduce hedging to avoid compliance burden, warns Insurance Europe

  • Solvency II sovereign charges wait for white smoke from Basel

    01 September 2016

    Berger criticised for excluding sovereign bonds from preparatory work for standard formula review

  • ASR up on sovereigns, down on equities

    24 August 2016

    Shrinking market risk budget and prompt reallocation

  • DB pensions and insurers eye £300bn of gilts

    23 August 2016

    Demand for assets to match rising liabilities

  • Delta Lloyd sheds a third of equity portfolio

    17 August 2016

    Cash holdings more than double

  • P&C insurers first to feel the pinch of negative yielding gilts

    11 August 2016

    Life insurers to hold on to long-dated bonds, despite BoE demand

  • BoE presses on with government bond purchases

    10 August 2016

    Will make up for shortfall from botched auction later in the year

  • Pimco outflows tail off

    05 August 2016

    Allianz anticipates end of the money drain in its US investment arm