Next Jebi scale wind loss likely 20 years away: PartnerRe
February 17 2020 by Andrew Tjaardstra
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High-quality exposure data key to effective nat cat risk management: Verisk
- November 4
While countries like Australia, New Zealand, and Japan have reliable geocoding and risk data, other markets, including China, India, and South-East Asia, still face gaps.
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Tokio Marine-backed ICEYE plans continued rollout across Asia as demand for satellite risk data continues
- October 29
Appetite for granular catastrophe-related information is now crucial in a market keen to keep a greater handle on cat exposures.
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Cat modellers need to balance consistency and adapting to climate change
- September 26
Insurance companies must be prepared to embrace change and invest in building their own technical understanding to manage their portfolios effectively, says Guy Carpenter’s Mark Weatherhead.
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Malaysian Re proposes new global climate models in assessing South-East Asia climate risk
- July 17
The company's most recent report suggests that newer climate models, which acknowledge global warming, may be more effective in predicting climate losses than legacy models that only rely on historical weather data.
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BHSI | Managing non-Asian exposure in long-tail lines
While US-exposed business can look attractive to Asian carriers, managing the volatility around the long-term results and the ability to model those losses are crucial, say BHSI’s Marc Breuil and Marcus Portbury.
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Sedgwick | To Handle CAT Claims Well, Multi-Step Preparation is Key
When it comes to risk, it’s not a matter of “if” it’s a matter of “when” an event will occur.
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HSBC Asset Management | Is it time to relook at Asian currency bonds?
With diversification and performance high on investors’ agendas, it seems a good time for global portfolios to revive allocations in Asian local currency bonds – including Hong Kong dollar (HKD) bonds.
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PineBridge Investments | Why Asian insurers are exploring private credit and CLOs
The recent rollout of risk-based capital regimes across Asia calls for a closer alignment between insurers’ assets and liabilities. We explore potential ways to maintain a healthy investment yield and robust returns on regulatory capital.
