In recent years, there has been a trend towards increasing sophistication in approaches of life insurers to asset liability management (ALM), and within that the derivation of strategic allocation, in part in conjunction with a move towards more economic value and risk-based solvency regulation. This year’s ALM Metrics Survey seeks to understand the current international practice in a variety of representative markets in terms of the approaches and the metrics used in ALM by global life insurers and discusses what might be considered best practices and how this might evolve in the future.
ALM Metrics Survey 2020
ByGeorges Abbey, Alex Bryant, Clement Bonnet, Jessica Crowson, Grzegorz Darkiewicz, Paul Fulcher, Rikiya Ino, Ed Morgan, Freek Zandbergen, and Sihong Zhu
6 November 2020
ALM Metrics Survey 2020