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EIOPA’s Market and Credit Risk Comparative Study: Key takeaways
Key takeaways from EIOPA’s comparative study on market and credit risk modelling.
ALM Metrics Survey 2020
By Georges Abbey , Alex Bryant, Clement Bonnet, Jessica Crowson, Grzegorz Darkiewicz-Moniuszko, Paul Fulcher, Rikiya Ino, Ed Morgan, Freek Zandbergen, and Sihong Zhu
06 November 2020
In recent years, there has been a trend towards increasing sophistication in approaches of life insurers to asset liability management (ALM), and within that the derivation of strategic allocation, in part in conjunction with a move towards more economic value and risk-based solvency regulation. This year’s ALM Metrics Survey seeks to understand the current international practice in a variety of representative markets in terms of the approaches and the metrics used in ALM by global life insurers and discusses what might be considered best practices and how this might evolve in the future.
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ALM Metrics Survey 2020
This year’s asset liability management (ALM) Metrics Survey seeks to understand the current international practice in a variety of representative markets in terms of the approaches and the metrics used in ALM by global life insurers and discusses what might be considered best practices and how this might evolve in the future.
Georges Abbey , Alex Bryant, Clement Bonnet, Jessica Crowson, Grzegorz Darkiewicz-Moniuszko, Paul Fulcher, Rikiya Ino, Ed Morgan, Freek Zandbergen, Sihong Zhu
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