We encourage with-profits funds (and other insurers) to consider whether any significant home bias within their equity portfolios remains appropriate, or whether they can benefit from increased returns without materially increasing capital requirements and meeting their other investment constraints.
How can insurers leverage the insights embedded in option prices to help validate their forward-looking risk estimates and obtain real-time indicators of potential changes in risk outlooks?
How does the ICS credit risk premium compare to the SII fundamental spread and what is the potential impact of differences?
This blog considers how one might assess portfolio concentration risks when making matching adjustment attestations.
This blog discusses the challenges and solutions created by the treatment of deferred annuities under matching adjustment rules.
TidyTuesday 2022wk44
TidyTuesday 2022wk43
A weekly social data project in R
