What is the correlation between equity holdings in investment portfolios and the weight of market risk in insurers’ solvency capital requirements? Daisy Blake, Insurance Risk Data quantitative research analyst, looks for answers in European non-life insurers’ filings.
Is the end of the credit cycle really in sight and, if so, are European insurers at risk of seeing their high yield assets coming back to bite them? A wave of credit downgrades could significantly impact solvency ratios and put insurers in the position of forced sellers. But how worried should they be? Vincent Huck reports
Following on from Eiopa's consultation on sustainability within Solvency II, a CIO at a European insurer, speaking in their personal capacity, tells Vincent Huck why Eiopa’s move is too late, and why there are a lot of ‘shams’ around sustainability initiatives.
James Wilson, chief investment officer at Macquarie Infrastructure Debt Investment Solutions, gives an overview of the key points he will be presenting on at Insurance Asset Risk 2019 Americas conference held in New York City on 16 September.
Rating agencies Moody’s and S&P Global have published their 2020 reinsurance outlook noting slight changes in investment risk appetite. Though marginal at this stage, the change could become significant in five to 10 years’ time. David Walker and Vincent Huck report
In the three years since the UK voted to leave the European Union, the emotional pendulum has swung from hope to despair – regardless of where one stands on the issue – making fertile ground for comments. But what do the numbers say when looking at insurers' asset allocation in the years since the referendum? Vincent Huck reports.
A market downturn is deemed to have more impact on emerging markets (EM) than on developed economies. It poses the question whether EM debt is a smart investment at this stage of the credit cycle. Ian Coulman, chief investment officer at Pool Re, speaks with Vincent Huck on the topic.
David Turner looks at why venture debt might be an attractive investment for insurers, bearing in mind the constraints around size of the deals and the regulatory treatment incurred.
The audience for the chief investment officer panel at Insurance Asset Risk’s European conference asked a lot of questions that couldn’t be answered in the time available. Vincent Huck caught up with Massimo Di Tria, CIO at Cattolica Assicurazioni, to get his responses.
Miria Whittle, manager at EY, looks at how insurers can enter the build-to-rent market, what are the risk they should consider, the returns they should expect and most importantly why it is in an asset class that won’t go unnoticed for long.