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EU insurers search for liquidity in US bond markets
04 December 2014A 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
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The art of asset allocation
25 November 2014Creating 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.
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Weighing up the capital charges for assets under Solvency II
19 November 2014Gareth 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
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Revisiting replicating portfolios
14 November 2014The 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
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BlackRock remains top of asset manager rankings
11 November 2014Allianz down to third; total AuM of 500 managers at record level
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Insurers' private equity investment gets a fillip from Brussels
30 October 2014Clarification 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
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Partnership's collegiate approach to managing its assets
22 October 2014CIO Alex Veys describes the UK life insurer's investment style and structure, and the relationship with its external manager. Hardeep Dhillon reports
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The pros and cons of managing insurers' assets in-house
17 October 2014External management of an insurer's assets may give the company more flexibility, but does it necessarily produce good results? Sarfraz Thind investigates
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Buy-and-maintain strategies attract insurers' interest
14 October 2014Some insurers are looking at buy-and-maintain strategies because of claims that they can increase yield without taking on too much credit risk and reduce transaction costs. Hardeep Dhillon looks at the arguments
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Making fixed income investments work harder
08 October 2014Insurers need to consider introducing alternative, actively managed forms of fixed income to improve portfolio returns, argues Euan MacLaren