With the coming wave of large initial public offerings, hedging practitioners at VA insurers have an opportunity to monitor and combat basis-risk, and position themselves for better balance sheet outcomes.

As UK and European (re)insurers reassess their foreign-currency risk exposures, we present high-level insights from a survey of industry executives.

Our analysis of Japanese life insurers shows a significant expansion in recent years of derivatives as a tool for managing duration exposure.

We help guide life insurers in Asia that need to make the transition to a US GAAP reporting structure from the Market Consistent Embedded Value (MCEV) method.