- Milliman FRM Market Commentary: October 2019
By Joe Becker | 15 October 2019
Global equities rallied in September, recovering all of their losses from August and notching their third consecutive quarter of positive returns:
After rising in August, equity market volatility edged lower in September as earnings season begins:
The Samp;amp;P 500’s correlation to international st
- Hedge Cost Index September 2019
By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 03 October 2019
The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 201 bps as of the end of September 2019, down 10 basis points from the previous month, driven by an increase in long-term interest rates.
- Milliman FRM Insight: September 2019 Market Commentary
By Joe Becker | 10 September 2019
Global equities notched their worst month of the summer amidst heightened volatility.
- Hedge Cost Index August 2019
By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 05 September 2019
The expected hedge cost for a hypothetical GLWB block (see Index Methodology1) is estimated to be 211 bps as of the end of August 2019, up 38 basis points from the previous month, driven by a decrease in long-term interest rates.
- A closer look at volatility control funds and their place in the financial market ecosystem
By Joe Becker | 03 September 2019
Market observers have posited in recent years that Volatility Control funds represent a focal point of instability for financial markets.
- Translating cyber threats: How to communicate cyber risk in the boardroom
By Chris Harner, Chris Beck | 21 August 2019
There is a significant need in the market to transform cyber assessments, information technology metrics, and information security into the common language of risk management.
- Milliman FRM Insight: July 2019 Market Commentary
By Joe Becker | 13 August 2019
Global equities diverged in July amidst low equity market volatility.
- Hedge Cost Index July 2019
By Ram Kelkar, Daren Lockwood, Xiaohong Mo, Adam Schenck | 02 August 2019
The expected hedge cost for a hypothetical GLWB block is estimated to be
173 bps as of the end of July 2019.
- ILS Will Continue To Play an Increasing Role for Captives
By Aaron C. Koch | 25 July 2019
An interview with Aaron Koch about the current state of affairs in the insurance-linked securities market and how captives are using this segment.
- Milliman FRM Insight: May 2019 Market Commentary
By Joe Becker | 14 June 2019
After a record-setting first four months of 2019, the Samp;P Global 1200 Index gave back nearly half its YTD return in May’s decline.