Asset and liability management has always been a particularly thorny problem for life insurers. Risk modelling is full of nuances, such as the calculation of mortality rates (see box). Now, companies in the US are in the midst of a fundamental rethink about the way they manage their liquidity.
Life insurers are set to tap the securitisation market in a big way. According to securitisation specialists Risk spoke to, several insurers are beginning to plan and structure deals. Jack Gibson, life
The week on Risk.net, October 6-12, 2017Receive this by email
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- Quantile, TriOptima face off in cleared swaps compression battle
- Leaked EU doc could shield legacy swaps from clearing grab
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data