Conference
Insurance ALM and Asset Allocation under Solvency II
Banking, Finance · Insurance · Information Technology
Key numbers
- Editions on record
- 1first in 2017
About Insurance ALM and Asset Allocation under Solvency II
The low rate environment, coupled with the after effects of the recent Solvency II regulation has made it increasingly difficult for firms to meet their yield targets. As a result, firms continue to search for yield, both in their traditional assets, but also diversifying their search to new territories in the form of alternative asset classes. This marcus evans event will provide firms with the best practice in how to optimise capital consumption and returns under the Solvency II regime as well as generate sufficient yield to match their liabilities. Furthermore it will address the proper treatment and returns on the new mix of alternative asset classes under Solvency II regulation.
From our listing of this edition. Details may have changed since.
Editions
| Year | Dates | Where | Exhibitors | Visitors |
|---|---|---|---|---|
| 2017 | 28–29 Sep 2017 | — | — |
Past editions from the bvents archive (2008–2019) and organiser figures where they were published.
Questions
When is Insurance ALM and Asset Allocation under Solvency II?
The next dates haven't been confirmed. The last edition we have on record was 28–29 Sep 2017.