All topics

Insurance Asset Management - the top research and white papers

  • Posted by: ,  Administrator
  • 12 June 2015
  • Views1032

The papers in our Insurance Asset Management section reflect the particular requirements of managing assets for an insurer.

Here are some of the most popular insurance asset management papers:

1. Insurance Asset Management - 2015 Report

This excellent 120 page report from Patpatia & Associates provides a comprehensive guide to investment practices and policies within US and global insurance asset management. The document analyses the variations in strategy for different business lines, such as life & annuity business, property & casualty, and health insurers. It also considers investment strategies in the reinsurance sector; insurance investment operations, ALM, and policy and practice within a variety of asset classes. It looks at outsourcing of investment management by insurers, and the methods used to select fund managers for insurance portfolios.

2. Solvency II: Practical Implications for Asset Managers & Insurers

Solvency II is the most momentous adjustment that the European reinsurance and insurance markets have encountered in the last decade. Solvency II establishes a new suite of capital requirements and standards for risk management and disclosure. These sweeping changes should cause both investment managers and service providers to adjust their processes.

3. Five Questions Insurers should be asking when hiring Asset Managers

In this 2014 paper, the authors compile a list of 5 key questions that insurers should explore to find out whether an investment manager fully understands the requirements of serving an insurance asset owner.

4. Rethinking Risk: Global Insurers' Investment Strategies (BlackRock)

Report written by The Economist Intelligence Unit (EIU) and commissioned by BlackRock. It examines investor sentiment and investment strategy at insurance companies around the world, with particular attention paid to asset allocation - and especially to fixed-income allocations.

5. Strategic Allocation to Less Liquid Assets

Long-term investors such as insurance companies and pension funds have a comparative advantage, in that they can afford to make allocations to less liquid assets. They also need to bear in mind the nature and term of their liabilities, relative to their assets. Felix Schlumpf of Zurich Insurance explores a model which enables such investors to tackle liquidity issues in long-term asset allocation. Felix considers both market liquidity and funding liquidity, in addition to addressing the evolving nature of liquidity risk/return.

related content