Yield squeeze pushes Chinese insurers into riskier assets, lifts volatility risk – S&P
With alternative investment yields fading and bond returns under pressure, insurers are reshaping portfolios and leaning on capital markets, increasing vulnerability to earnings shocks.
Actuaries are examining how quantum error correction breakthroughs could sharpen nat cat models and parametric pricing, though the technology would bring new risks.
The dedicated framework allows MGAs to design products and run the policy lifecycle, but restricts them from entering reinsurance or syndicate structures.
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Yield squeeze pushes Chinese insurers into riskier assets, lifts volatility risk – S&P
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