Analysis

Taking control of credit risk

Taking control of credit risk

Regulatory changes in the US and persistently low interest rates around the world are raising the profile of credit risk management. EY's Juan Carlos Milan Sotelo says there are a number of common weak spots within a typical credit risk management framework, which insurance CIOs can address with a few fundamental steps. Asa Gibson reports

Hard Brexit and time for Trump

Hard Brexit and time for Trump

The uncertainties that flowed into 2017 as a result of the unexpected events of 2016 are beginning to become clearer, and insurers can begin to adjust their asset allocation accordingly. Asa Gibson reports

Sega drives Conning to new frontiers

Sega drives Conning to new frontiers

Rich Sega has been driving Conning towards a more diversified asset base to meet the challenges that US insurers face in the low yield environment. He talks to Sarfraz Thind about the shifting demands of US insurers.

Dark clouds gather over secondary market for MA assets

Dark clouds gather over secondary market for MA assets

The prospect of a secondary market for MA assets has taken a number of blows as comparisons are drawn to the synthetic CDO market. That may be enough for regulators to stop even a small, illiquid market developing. Callum Tanner reports

How to win mandates and influence asset allocation

How to win mandates and influence asset allocation

As the largest institutional investors in Europe, insurers represent a major market for asset managers, but they also bring Solvency II-shaped baggage. In this Q&A, Erik Vynckier breaks down the building blocks to winning the custom of European insurers

The 2017 investment agenda

The 2017 investment agenda

With 2016 drawing to a close, investors on behalf of insurers can look back on what was a particularly challenging year. They will be keen to steady the ship and step up investment performance in 2017. Asa Gibson reports

New rules to prompt US asset reshuffle

New rules to prompt US asset reshuffle

US insurance is on a collision course with one of its biggest risk capital changes in years. It is a significant change for the long-term asset allocation strategy of US insurers and could herald a reshuffle in the fixed income portfolio. Sarfraz Thind reports.

Adapting strategies to the new reality

Adapting strategies to the new reality

The arrival of Solvency II has already begun to reshape the relationship between insurers and asset managers, with optional add-ons becoming mandatory deliverables for insurance clientele. David Walker looks at the changing relationship between insurers and their investment partners.

What are the ESG alternatives to renewables and divestment?

What are the ESG alternatives to renewables and divestment?

Hot on the heels of the FSB's guide to incorporating climate risks in investment decisions, Environmental Finance's Peter Cripps examines some of the alternative strategies being executed by insurers to reduce their exposures to risks stemming from climate change.

Investing in a changing climate

Investing in a changing climate

The response by insurers' investment operations to climate change has been branded embarrassing. Environmental Finance's Peter Cripps investigates what the industry can do on the asset side of the balance sheet to mitigate climate change risks in the first of a two-part analysis.

Raising the stakes in fund management

Raising the stakes in fund management

Insurer-affiliated managers are punching above their weight in a competitive market, taking more than one-third of all fund managers' new business in the first three quarters. David Walker examines the evolving relationship between insurer-parents, affiliates and independent managers.