Archive

  • Industry turns up the heat on MA reform

    05 December 2016

    The industry's opportunity to recommend changes to EU regulation in a post-Brexit world has delivered a comprehensive criticism of the MA. David Walker and Asa Gibson report.

  • Going back to normal

    28 November 2016

    Scor Global Investments' chief executive François de Varenne explains to Asa Gibson how the group's asset management policy has moved away from its conservative, post-crisis stance.

  • Tailored and transparent - absolute return funds under Solvency II

    14 November 2016

    If insurers can overcome historical bias and some regulatory stumbling blocks, absolute return funds could offer uncorrelated and attractive returns, with little cost under Solvency II, according to Melanie Rijkenberg

  • Low yields and the Darwinian battle facing life insurers

    31 October 2016

    The life sector must adapt to survive under Solvency II with low investment yields, says the former chief investment officer of Alliance Bernstein, Erik Vynckier. He talks to David Walker

  • The data crunch

    19 October 2016

    Solvency II and asset diversification strategies have added a mountain of data to the insurance investment process, prompting insurers to look at new initiatives to tackle the issue. Sarfraz Thind reports.

  • The case against hedge fund divestment

    20 July 2016

    The poor performance of hedge funds has led some insurers to slash their allocation, but the asset class has the potential to produce yield in difficult markets, as Asa Gibson reports

  • "Solvency II is the missing piece in the securitisation package"

    01 June 2016

    Paul Tang, rapporteur for the regulation on securitisations, urges the European Commission to ease the charges for insurers investing in simple, transparent and standardised (STS) securitisations, and rules out the introduction of compulsory third-party certification for such products demanded by the industry. He speaks to Hugo Coelho

  • IFRS accounting rules to shape asset allocation

    03 February 2016

    When it finally goes live, the IFRS 9 accounting rule is likely to have a notable impact on asset allocation. So what should participants be aware of? Sarfraz Thind reports

  • Goodbye gilts as Solvency II shifts asset allocation

    20 January 2016

    Prompted by Solvency II, some insurers have moved out of government bonds and into swaps and short-dated government or corporate bonds. But the swap-based approach is not without its challenges, as Sarfraz Thind reports

  • Why asset managers should care about TAS

    13 January 2016

    Complying with the FRC's technical actuarial standards is ultimately the responsibility of insurers but asset managers can help ensure that the data used in Solvency II calculations meets the TAS, explains Pamela Hellig