Tue, Aug 23, 2016
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Opalesque Radio

Exploiting the cyclicality and seasonality aspect of investing in Insurance Linked Investments (ILI) to capture performance
Radio Feature 14: Michael Stahel in conversation with Sona Blessing
 
Wednesday, May 11, 2011

radio Michael Stahel, head Insurance-Linked Investments at Clariden Leu assesses how insurers/reinsurers will likely cope with, on the one hand the significant losses caused by the occurrence of natural catastrophes in New Zealand, Australia, Japan and on the other, the challenges posed in embracing modelling agency, Risk Management Solution’s (RMS) latest version 11. He shares what he believes the remainder of the year might have in store for insurers/reinsurers, policy holders and investors.

 Download this feature as MP3 (11.70 MB)

 
Listen to the complete feature
Exploiting the cyclicality and seasonality aspect of investing in Insurance Linked Investments (ILI) to capture performance

Duration: 12:46 

 

Or listen to selected sub-features
  • Q1 - Interesting juncture in the insurance/reinsurance industry
               In the context of insurers/reinsurers capital requirements
               How the Q1 natural catastrophes have impacted their capital base - estimated loss of USD45bn for Q1’11
               Consequences of applying the new RMS model for insurers/reinsurers

    Duration: 04:02 


  • Q2 - Premium rates are expected to increase
               Hardening of insurance/reinsurance markets
               The role of the regulators, credit agencies, policy holders
               Triple whammy
               Insurers/Reinsurers will most likely buy additional capacity in 2012
               Higher premium rates - end 2011 or in 2012

    Duration: 03:08 


  • Q3 - Can you play seasonality?
               Why that is very difficult?
               Optimising your capital allocation
               Invest in the US hurricane season (June-Nov.) followed by European windstorms (Dec.-March), followed by Japan typhoons
               The reinsurance cycle

    Duration: 03:45 


  • Q4 - How is the secondary market evolving - investor opportunities?

    Duration: 01:05 



Radio Link
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: Algorithms platform aims to target typical challenges found in quantitative hedge funds[more]

    Benedicte Gravrand, Opalesque Geneva: Last month, Quantopian received investments from Point72 Ventures, the new venture capital arm of Steven Cohen’s Point72 Asset Management.

  2. LatAm hedge funds surge in 1H to +24.4%, emerging markets assets rise[more]

    Komfie Manalo, Opalesque Asia: Hedge funds investing in Latin America posted strong gains through mid-2016, reversing declines in four of the past five years, including the last three years, to lead all areas of hedge fund performance through the first half of 2016, according to the latest HFR Em

  3. Opalesque Roundtable: Low and high fee investments often better than mid fee hedge funds[more]

    Komfie Manalo, Opalesque Asia: Hedge funds that charge the low and high fees stuff often provide better returns than "those sort of mid-fee investments", said Keith Haydon, chief investment officer of Man FRM. (Alternative) investment managers who charge high fees would often provide the most int

  4. Hedge fund investors pull $5.7 billion in July[more]

    From Bloomberg.com: Hedge funds suffered a third consecutive month of outflows in July as investors withdrew $5.7 billion, according to industry tracker Eurekahedge. Redemptions totaled $20.7 billion in the three months through July, with money managers betting on equities suffering $18.4 bill

  5. …And Finally - Police contact Catholic Church after baffling ‘poltergeist’ report[more]

    From Telegraph.co.uk: Police officers in Scotland have called in representatives from the Catholic Church after investigating reports of “disturbing incidents” of a "poltergeist" at a family home. A mother and her teenage son were said to be “extremely distressed” after experiencing what the D