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The modelling challenges in absolute return strategies
16 September 2015Absolute return strategies offer promising risk-adjusted returns and capital efficiencies, but do you need an internal model to gain the benefit and what other complexities are created? Experts discuss in part two of this InsuranceERM/Insurance Asset Risk and Standard Life Investments roundtable
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Absolute return: a silver bullet for the investment strategy?
11 September 2015Absolute return strategies seem an ideal response to low interest rates, volatile markets and Solvency II, but what are the associated challenges facing investors? Experts discuss in part one of this InsuranceERM/Insurance Asset Risk and Standard Life Investments roundtable
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In the world of LEIs, quantity leads quality
08 September 2015Legal entity identifiers are meant to help ease regulatory compliance and risk management but the challenges of take-up, availability and accuracy mean progress on LEIs has been slow, as Brian Clarke describes
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Insurers tweak fixed-income approaches to be ready for rate rises
20 August 2015There are still many ways to make money in fixed-income amid the uncertainty over when rates will start to tick up. Insurers are adopting varied approaches as they also get ready for the new constraints Solvency II will introduce in just over four months. David Turner reports
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Pimco advances on the European front
12 August 2015Despite its well-documented problems during the past year or so, Pimco remains one of the biggest managers of insurance assets in the world. And Matthieu Louanges, head of the European financial institutions group (FIG), believes that insurance is the most promising sector for future growth. Sarfraz Thind reports
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Excess liquidity creates opportunities for insurers
05 August 2015Low interest rates have put pressure on the investment portfolios of insurance companies, but exploiting liquidity to invest in alternative assets may help ease this strain, argues George Caffrey.
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Aviva Investors: flexibility and a broad perspective needed in fixed-income investment
23 July 2015Quantitative easing in Europe, renewed risk from Greece and China and a predicted rate rise in the US are all giving fixed-income investors headaches. Spare a thought, then, for Aviva Investors' Colin Purdie, with £96bn of IG credit to oversee. Sarfraz Thind reports on his strategy
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German insurers are big winners from infra charges cut
14 July 2015German firms are likely to benefit most from Eiopa's tentative proposals to reduce the Solvency II capital charges on infrastructure investment, which fell short of the hopes of the industry overall. The changes in the standard formula calibrations may also have implications for users of internal models, as Hugo Coelho reports
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Insurers juggle different approaches to combat low returns
09 July 2015Patpatia's detailed survey of insurer asset management tracks the variety of approaches being used to combat the low-rate environment. Insurers are outsourcing more and expecting a wider range of services from third-party asset managers. Sarfraz Thind sifts through the data
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Investing £25bn in infrastructure not so easy for UK insurers
29 June 2015Increased competition, compressed spreads on debt, construction risk and regulatory charges are just some of the factors that have helped to crimp progress on an ambitious programme of infrastructure investment that six UK insurers committed to in 2013. Mark Nicholls explains