Analysis

• 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

• Partnership's collegiate approach to managing its assets

  22 October 2014

  CIO Alex Veys describes the UK life insurer's investment style and structure, and the relationship with its external manager. Hardeep Dhillon reports

• The pros and cons of managing insurers' assets in-house

  17 October 2014

  External management of an insurer's assets may give the company more flexibility, but does it necessarily produce good results? Sarfraz Thind investigates

• Buy-and-maintain strategies attract insurers' interest

  14 October 2014

  Some 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

• Making fixed income investments work harder

  08 October 2014

  Insurers need to consider introducing alternative, actively managed forms of fixed income to improve portfolio returns, argues Euan MacLaren

• Insurers plan bigger allocations to real estate and infrastructure

  06 October 2014

  These are the two leading asset classes favoured by insurers as a BlackRock survey shows one in three firms plans to increase their risk appetite over the next three years

• Asset data reporting deadlines for Solvency II need addressing now

  02 October 2014

  Even though full implementation of Solvency II on 1 January 2016 may seem distant, insurers need to confront the challenges of regulatory reporting of asset data now and formalise procedures, as there is no time to be wasted. Chris Johnson, senior product manager, market data services, HSBC Securities Services explains