Archive

  • Secret plans - CIOs reveal how market risk's SCR elements (should) develop in future

    30 August 2023

    Insurance Risk Data has unearthed strategic data about how Europe's insurers expect the six sub-modules of their market risk SCR to evolve out to 2026. David Walker investigates

  • Yield protection and inflation hedging, an Asian insurance investing game

    20 July 2023

    Clarence Wong, chief economist of Peak Re, discusses the economic outlook for Asian insurers and implications for their SAA. Interview by Vincent Huck

  • Chart of the week -what equity sectors cause, and get hit by, crises and contagion?

    14 July 2023

    Researchers in Brazil analyse US markets from sub-prime to the COVID-19, via the 'Trump-effect'. They tell David Walker which sectors fared worst as Donald Trump rose to power? Was the AIG bail-out 'worth it'? And when it comes to crisis, 'will markets ever learn'?

  • Italian CIOs welcome BTP yields rising - but maybe not their "exploding" - in 2022

    24 May 2023

    While European CIOs welcomed debt yields heating up again in 2022, for Italians BTPs underwent a truly combustible expansion, David Walker finds

  • Benelux insurers' investment capital bills gyrate, in time with markets, in 2022

    18 May 2023

    Some insurers faced triple-digit hikes in interest rates SCRs as equities and spread risks dramatically gave way, David Walker reports

  • Bolting for the door - could 'mass lapse' risk trigger 'mass bond sales' at French lifers?

    04 May 2023

    Better interest rates mean better investment options than life policies. As France's exposed lifers watch on, some count up their liquid assets, some count on customer loyalty - but will all ultimately count on CIOs, to sell off GAs? David Walker reports

  • How best to describe a stuff-up? SFCR writers confront Whitehall's gilts-storm

    01 May 2023

    Remember, remember the 23rd of September - when gilt yields exploded, without a mote of gunpowder in sight. David Walker reads how UK insurers revisited the scene in their SFCRs

  • German life CIOs breath out, as the 'great ZZR unwind' begins

    19 April 2023

    In past years, German lifers dispatched CIOs to raise cash to pay into their ZZRs - like it, or not. But that reversed, and sometimes heftily, as interest rates rose in 2022. David Walker reports

  • Insurers caught up in the Swiss bad apple

    22 March 2023

    The bad news seeping out of the US in the wake of SVB was magnified this month by the fall of Credit Suisse. The damage to insurers' portfolios to this once august banking institution is for now not too bad. Could there be worse to come? Sarfraz Thind reports

  • Going off-piste - how French CIOs are embracing alternatives

    10 January 2023

    As French insurers venture 'off-piste' in their general accounts, David Walker examines if the 'black runs' of alternative asset classes will be simply exciting - or could break a leg or two