Volatile interest rates, repositioned investment portfolios, and stress in the banking sector are driving insurers to manage market risk and counterparty credit risk. Our experts in investments, derivatives, and hedge accounting will discuss this new market environment and its impact on hedging. The conversation will include practical case studies, including hedging future bond purchases, hedging floating-rate CLOs, and counterparty credit risk management.
By the end of the session, attendees will understand:
- The risk management strategies insurers are deploying on their general accounts
- How to apply hedge accounting in a way that mirrors the underlying economics
- How to describe the economic and accounting impacts of counterparty credit risk