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ISC Publications

June 9, 2017

Regulatory insight: Minimizing the required capital under Solvency II for credit portfolios

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.

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May 30, 2017

Round table EMIR/Collateral Management

On 12 April 2017, Financial Investigator organized a round table to discuss the European Market Infrastructure Regulation (EMIR) and collateral management.

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May 10, 2017

What does a rate hike mean for the interest rate hedge policy of pension funds?

We investigate the consequences of a possible rate hike for the interest rate hedge policy of Dutch pension funds.

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May 8, 2017

Regulatory insight: Impact of government-related private loans under Solvency II

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.

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April 19, 2017

Regulatory insight: Impact of mortgage investments under Solvency II

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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