Our publications on investment solutions research can be found here.
In this article we focus on constructing "Solvency II efficient" credit portfolios. We discuss how to minimize the solvency capital requirement (SCR) under the standard model of Solvency II for a given target return.
On 12 April 2017, Financial Investigator organized a round table to discuss the European Market Infrastructure Regulation (EMIR) and collateral management.
We investigate the consequences of a possible rate hike for the interest rate hedge policy of Dutch pension funds.
A private placement is a debt agreement where the loan is not stock exchange listed. These loans are less liquid than traditional fixed income instruments but compensate for this with an additional return and a low capital charge.
Interest from insurance companies in mortgage investments has surged in recent years. In this article, we focus on the impact of these investments for the capital requirements of insurers.
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