In partnership with Wellington Management
With Asia’s life insurers facing heightened sensitivity to interest rates, exacerbated by regulatory changes with the introduction of risk-based capital (RBC) regimes and the new IFRS 9 and 17 accounting standards, a considered approach to diversification across fixed income, equities, derivatives and alternative assets may offer a more efficient means to address the duration gap between assets and liabilities, say Max Davies, CFA, CAIA (Insurance Strategist) and Francisco Sebastian, …
![Five diversification approaches for Asian life insurers seeking to mitigate interest-rate risk](https://cdn.i.haymarketmedia.asia/?n=asian-investor%2Fcontent%2F20221108023720_Wellington_cover%20(2).png&c=1&h=360&q=100&v=20243327&w=640)