Insurance Asset Risk EMEA 2026

11 June 2026, 8:00 AM

Agenda

08:45

Welcoming remarks

08:50

Keynote address: Opening macro reality check: Markets, rates and the ‘unpriceable’ world

  • The growing disconnect between macro noise and asset pricing – why has escalating global risk failed to move asset prices – and what might break that resilience?
    • Are oil prices still a reliable economic indicator?
  • Tail risk pricing: are markets rationally filtering noise, or dangerously under-pricing systemic risk?
  • The AI CapEx boom – is the fear of an AI bubble burst realistic and justified?
  • Inflation, rates and fiscal stress – are we entering a structurally different regime?
    • How will fiscal and monetary policy shape the financial markets and economic growth over the coming months?
    • Future direction of travel for interest rates and inflation
    • Potential divergence between Europe and US in terms of direction of interest rates – what are the implications for investment strategy?
  • How worrying is the fiscal position of the US and the current debt trajectory? Will the US dollar remain the world's safe-haven asset?
  • What does all this mean for credit and equity markets and asset prices?

09:10

CIO panel - From macro signals to balance sheet decisions

  • Which macro signals are having the biggest influence on asset allocation decisions, - and where are we in the credit cycle?
  • Value in a tight spread environment: where to find true relative value and genuine opportunities?
  • Diversification decisions: the role of technology/innovation assets, EMD, and currency exposure (including USD concentration)
  • Risk management and resilience: implications of crowded trades, leveraged sovereign risk, duration positioning, and geopolitics.

09:50

Sponsor session

10:10

CIO keynote: Seeking out the canary in the coal mine- hidden risks for insurance portfolios

  • Stability vs fragility – is market resilience real or mis-placed complacency?
  • Where are risks being underestimated or ignored?
  • Mispriced or unpriceable: what's quietly building up in asset prices and credit markets?
  • Where might the hidden vulnerabilities lie?
  • From noise to signal: the early warning indicators and triggers that would prompt a major repositioning over the next 12-24 months

 

10:30

Networking coffee break

10:55

Panel discussion: Strategic partnerships and outsourcing

  • How insurers are using partnerships and alternative capital to access complex/illiquid assets, and the trade-offs involved
  • Control, governance, and fiduciary duty: oversight of sourcing, valuation, monitoring, and conflicts – especially where asset managers are also shareholders
  • Prudent person principle under pressure: How are regulators applying the prudent person principle to strategic partnerships?
  • What 'good' looks like next: which models are likely to endure, how AI/data may shift transparency, and the ingredients of successful partnerships over the next five years

11:35

Sponsor session

11:55

Lunch

12:50

Panel discussion: Financing the ai infrastructure build out – unpacking the investment risks and opportunities

  • Balance sheet reality check: Do AI infrastructure assets genuinely fit insurer liabilities, capital frameworks and valuation discipline — or are hidden risks building?
  • Are the risks – construction risk, uncertain demand, tech becoming obsolete, energy dependency, concentration – truly being rewarded?
  • Stress-testing downside, liquidity and exit assumptions in an immature and rapidly scaling market.

13:30

Sponsor session

13:50

Funded re at scale: alignment, asset strategy and regulatory scrutiny?

  • Are incentives between cedants and reinsurers truly aligned?
  • How are oversight, controls, and risk tolerances evolving?
  • Asset strategy under pressure: sourcing high-quality, long duration assets without diluting underwriting standards or increasing complexity.
  • How are deal structures changing and are transparency, valuation discipline, and cross-border supervision keeping pace?
  • What happens in a downturn? In a stressed credit or liquidity environment, where would the model be tested first – and who ultimately bears the downside?

 

14:30

Optimising the matching adjustment portfolio: strategy and technology to gain the competitive edge

  • The key updates to MA rules/expectations and how they alter the investable universe for UK insurers
  • Have reforms increased private market access and which private market assets are easiest/hardest to make MA-compatible and why?
  • MA eligibility and asset characteristics, what matters most in practice: cashflow predictability, credit quality, structural protections, complexity, and demonstrable risk management
  • How can AI be used to manage and optimise insurance asset portfolio?
  • Where are the opportunities for AI to materially enhance Matching Adjustment portfolio construction?
  • What does best practice now look like? Technology, governance, modelling, and regulatory engagement in a more flexible MA regime

15:10

Networking and coffee break

15:35

Private markets at scale: Strategy, discipline and the insurance balance sheet

  • Beyond yield enhancement – what is the real role of private markets now on the balance sheet?
  • As allocations grow, secondaries deepen and private markets institutionalise, are we underestimating liquidity, correlations and downside risk?
  • Valuations, models, and scrutiny: managing opaque pricing, rating/model risk, and rising regulatory attention.
  • Credit discipline and differentiation: how insurers are strengthening underwriting, governance, monitoring, and using structures (ABF/structured credit) to create real balance sheet value rather than repackage risk

16:15

Panel discussion: Fine-tuning the operating model for the modern insurance investment function

  • Oversight vs outsourcing – where capability must sit internally
  • AI, data and decision making – what is real today vs hype? Where are tools changing decisions or workflows?
  • Future structure of the insurance investment team: leaner models, specialist needs, and where human judgement remains essential
  • Can insurers realistically run leaner teams? Where is human judgement irreplaceable?
  • What differentiates top-tier investment functions now and in the future?

16:55

Closing keynote: What investment leaders must rethink now

17:15

Closing remarks