A3: Challenges in optimising risk and return for insurers in a low Interest rate environment

Document description

The current low interest rate environment has posed challenges for insurers in setting strategic asset allocation targets. Should CIOs take reversion to previous norms for granted or plan for a “lost decade”, as in Japan?

In this session we will discuss how liability-driven investment considerations combined with stochastic risk modelling can help resolve this dilemma.

Russell Busst then will present a Chief Investment Officer’s view of managing the low yield environment and the investment opportunities for yield enhancement.