Insurers have traditionally allocated capital based on a liability-driven framework. In this new era of continued uncertainty in markets and economies, significant headwinds await. On the one hand, the Solvency II regulatory regime is constraining how capital can be allocated; while on the other hand, the low return environment is compelling insurers to consider alternative return sources higher up the risk spectrum.
As such, conventional asset/liability management methods may not be as suitable. Market volatility, changing correlations in stress events, weather patterns, changing insurer’s claims experience due to people living longer, dis-inflation concerns, negative interest rates and geo-political events etc all have an impact on the most prudent investment strategy for liability driven portfolios.
This 5th annual [i3] Insurance Investment Roundtable will provide a platform for education and peer-to-peer networking amongst insurance investment executives in life, general, reinsurance and health insurers as well as government insurance agencies.
Key themes to be discussed include
- Underwriting versus investments: Balance sheet risk assessment and its interaction with investment strategy
- Strategic asset allocation and investment framework: Potential for more dynamic management
- The application of risk factors in insurance portfolios
- Role of unconstrained and specialist credit strategies
- The importance of risk management practices and the need to adopt an enterprise-wide approach
To see the photo gallery of this program, please click here.
