Insurance Risk Data is hosting a free webinar on 6 March at 10am GMT, on how chief investment officers (CIO) have allocated their general accounts since 2016, viewed through the lens of Solvency II capital charges, and then through the prism of asset classes.
The webinar draws on some proprietary findings in Insurance Risk Data's latest research report - Insurance Investment Outsourcing Opportunities - EEA, UK & Switzerland 2024.
This report dedicates two entire chapters, spanning 103 pages and 117 proprietary data-led exhibits, to viewing the GAs that CIOs have built by their capital consumption pattern, then by asset classes.
To register click here
The 107 general accounts analysed have €1.6trn for their CIOs to invest, and the webinar will first show how the CIOs did this, as measured by the six elements of market risk - equity, rates, spread, property, FX and concentration risks. To the best of our knowledge such insights have not been presented publicly, before.
The cohort of GAs analysed are spread by country, by insurer type and by GA size brackets, so an elegant dissection of the 'spending' of the market risk SCR will be provided.
Listeners will see how volatile each sub-module's contribution has been in isolation, in the evolution of the 'market risk SCR'; see groups that have published numerical targets for how they want each sub-module to evolve in future; get an elegant insight into the importance of 'investment capital budgeting' by CIOs; and understand what has driven CIOs to 'spend' their budgets in particular ways.
The webinar will also show GA asset allocation patterns of Europe's insurers by asset classes, with various segmentations of the cohort, to show just how different GAs can be when one looks at target groups by GA size, country and insurer type.
Finally, the webinar gives insight into the importance of the market risk SCR in the context of insurers' broader risk capital budgeting, quantifying CIOs' 'investment risk appetite' by year, by country and GA size of insurer.
To register click here
Or email phil.manley@fieldgibsonmedia.com
Channels:Real assets
Companies:Insurance Risk Data