A08: Liabilities as an asset...fad, friend or foe?

Document description

Asset managers looking to diversify their portfolios with low volatility, low correlation investments are turning to a wide range of insurance liabilities as an asset. This session will briefly outline the techniques used to convert insurance liabilities into assets, explore the quantitative merits of including such assets in a portfolio and consider whether a surge in alternative capacity is an opportunity or a threat to the insurance community.