Archive

  • Zurich looks to boost real estate portfolio

    29 January 2015

    Alessandro Bronda, Zurich's real estate investment strategist, tells Marc Jones why the asset class is performing well and why it is an important part of the insurer's overall portfolio.

  • Cutting down the hedge: how Emir is hitting insurers

    06 January 2015

    Insurers are grappling with new EU rules which could discourage the use of derivatives at a time when they need them more than ever. Safraz Thind reports.

  • Insurance Asset Risk's top stories of 2014

    29 December 2014

    The events of 2014 confirmed that low interest rates and regulatory change remain the top concerns for insurers, says Christopher Cundy

  • Alternative assets move up the London market billing

    17 December 2014

    With the London market likely to soften further in 2015, insurers will increasingly have to look beyond underwriting returns to make a profit, with many expected to revise asset strategies. Christopher Cundy explores

  • EU insurers search for liquidity in US bond markets

    04 December 2014

    A paucity of appropriate assets is leading European insurers to other markets. But what are the risks in terms of hedging and eligibility for the matching adjustment? Christopher Cundy reports

  • The art of asset allocation

    25 November 2014

    Creating an asset allocation policy is only the first step in an insurer's asset management business. Getting the policy implemented is a whole separate challenge. Julian Temes, head of strategy implementation at Zurich, talks to Sarfraz Thind about the nitty gritty of execution.

  • Weighing up the capital charges for assets under Solvency II

    19 November 2014

    Gareth Mee runs through the capital charges that will apply to assets commonly held by insurers and explains where internal models could bring a better or worse treatment than the standard formula

  • Revisiting replicating portfolios

    14 November 2014

    The 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

  • BlackRock remains top of asset manager rankings

    11 November 2014

    Allianz down to third; total AuM of 500 managers at record level

  • Insurers' private equity investment gets a fillip from Brussels

    30 October 2014

    Clarification of the Solvency II capital charges will clear the way for more insurers to embrace the asset class, joining those already attracted by the superior returns