Archive

  • Gilt-swap spread risk charge to accelerate ALM rethink

    08 May 2015

    A request by the UK regulator for internal firms to hold capital against the basis risk in their government bond portfolios will increase incentives for the insurers to move away from long-dated government bonds into swaps. Hugo Coelho reports

  • InsuranceERM's Most Influential 2015

    16 April 2015

    The personalities shaping risk and capital management in Europe are revealed