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Issue Vol. 4 No. 12 May 26, 2017

In This Issue


Recommended Readings
Latest Resources

Recommended Readings


Insurers Back Away from Hedge Funds
via BestTV

Insurers reduce hedge fund investments per A.M. Best study. Why did they start investing in such a high fee choice anyway?

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Blackrock Pushing Aladdin to Goose Growth
by Attracta Mooney of the Financial Times

BlackRock pushing Aladdin risk management system in even more sectors. Does this increase systemic risk?

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Traditional Insurers Help FHLB's Mitigate Loss of Captive Members
by Tim Zawacki of SNL Financial

Intriguing perspective on insurer participation at FHLBs.

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Latest Updates on Best’s Rating Methodology and BCAR
via A.M. Best

A.M. Best continues refining its methodology and the BCAR. Comment now or forever hold your peace.

Stephen Irwin, senior director, rating criteria, A.M. Best, discusses the release of new draft criteria procedures linked to the updated Best's Credit Rating Methodology (BCRM).

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Q1 2017 Investment Review
via Strategic Asset Alliance

Global equities delivered robust gains in the first quarter amid an upswing in global economic data.

Emerging market equities were particularly strong while bond markets saw more mixed performance. Global fixed income markets generated solid gains over the first three months of 2017 amid heightened political uncertainty.

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Latest Resources


Presentations from the Insurer Investment Forum XVII

Your Most Important Issues

What are the most important investment issues facing your company and your peers? And how are they being addressed? How does the investment process at other insurers’ differ from your company’s and why?

Speakers:
John Mohr, Managing Director & Principal, SAA
Dan Smereck, Managing Director & Principal, SAA
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Structured Securities in a Post-Crisis World

The Great Recession marked a turning point for the structured securities market, wherein transaction weaknesses were exposed and important lessons learned. The sector has emerged stronger in many ways, along with the expanding application of securitization technology to novel asset types and proliferation of first-time issuers.

Speaker:
Jennifer Quisenberry, Head of Structured Securities, NEAM
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Global Opportunities that Complement US Core Bond Strategies

The municipal bond market has historically been the primary funding source for US infrastructure spending. We’ll discuss how the inclusion of municipal bonds in a fixed income portfolio can improve risk adjusted returns while maintaining credit quality and yield carry.

Speaker:
Christine Todd, President, Standish Mellon
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De-Mystifying Factor Investing

WisdomTree explores different factor premia and sensitivity across various smart-beta approaches. All of the approaches discussed will have different tilts. Different factors outperform (or underperform) in different environments.

Speaker:
Christopher Gannatti, Associate Director of Research, WisdomTree
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The Longbrake Letter - April 2017
via Barnett, Sivon & Natter

"Currently, monetary policy is in the early stage of tightening. In addition to monetary policy, there are several other risks – “yellow flags” – which are emerging in the U.S. economy and deserve attention and monitoring."

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