Investment Optimization Approaches for Life InsurersLimited and Octagon Credit Investors, LLC are all direct or indirect subsidiaries of Conning Holdings Limited ... confidential or proprietary to Conning (or their direct and indirect subsidiaries). By accepting this document ...
Description: In this session, presenters will discuss portfolio construction considering economic and regulatory capital constraints. Regulatory Capital is unavoidable and is usually a binding constraint at the portfolio level. Economic Capital is a more reliable measure of risk and can constrain at sub-portfolio levels. The dilemma is how to come up with a business plan that optimizes appropriate objective measures while considering regulatory capital requirements.Hide
- Authors: Suhrid Swaminarayan, Vinaya Sharma, Weiwei Wang
- Date: May 2018
- Competency: Strategic Insight and Integration
- Topics: Finance & Investments>Asset liability management; Finance & Investments>Investment strategy - Finance & Investments