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Investing in insurance assets - how investors can access the insurance risk premium In the twenty years since the issuance of the first catastrophe bond, the non-life reinsurance market has increasingly found ways to pass catastrophe reinsurance risk …

Hedging Variable Annuities Using a simple example of a Put Option, this paper explores such matters as the significance of Realised Volatility risk, Underlying Volatility risk and choice of hedged formula on the effectiveness of applying a hedging …

Are we living in a Big Bond Bubble? Talk 1 in the Bubble Series More and more pension investments are moving into fixed interest asset class due to desire to de-risk and regulatory pressure to match liabilities. But what value do  bonds offer at current …

Operation of Treasury Centres The meeting will provide an overview of the capital structure of a large multi-national, and the primary role and functions of the Treasury team therein, including; Capital structure management Financial risk management …

Common Mistakes in Variable Annuity Hedging Programs: Hedge to what? What to hedge? The speaker will discuss some common mistakes VA writers made on their hedging programs (based on an informal survey of industry practitioners and own experience). In …

Perspectives on Cash/Liquidity Management in today’s low yield environment As part of a team managing over €300bn in cash assets, David will provide insight and perspective on the challenges facing cash investors in the current environment of low-yields, …

Emerging markets – a diverging outlook While emerging market growth continue to advance in aggregate. recent oil movements and geopolitical events have highlighted the diverging paths of individual emerging market economies. Som Bhattacharya, emerging …

A Review of Retirement Income choices available from Irish DC pensions Earlier this year, a Working Party was set up to consider ARFs, AMRFs and annuities in more detail. The scope of the work was to review and draft a discussion paper setting out …

The World of Investments - An Alternative View This event has been organised by the Society's Finance & Investment Committee and is open both to those who work in financial markets and others who are impacted by these markets (i.e. all members). The event …

Target-Risk Equity Funds Target-Risk Equity Funds have significant applications in: (i) the investment and risk management of DB and DC pension plans; (ii) reducing the volatility of multi-asset portfolios; (iii) managing the market risk of equity …

Alternative beta – combining smart beta and diversity Smart beta / alternative index weighting approaches have become increasingly popular in traditional asset classes, in particular equities. The principle of better investment mandate design can also be …

Defined Contribution Investing - An International Perspective As pension provision is increasingly being provided on a DC basis, trustees and plan sponsors are finding that determining and implementing the appropriate investment strategy that fits well …