AIQ

Long-term trends like climate change are particularly important for buy-and-maintain investors. How can they integrate climate objectives, such as net zero by 2050, into their portfolios?

This month’s Bond Voyage looks at the Bulk Purchase Annuity (BPA) market in the UK – the quiet market making loud moves.

Asset-based finance is capturing the attention of institutional investors – from pension schemes to insurers – thanks to its diverse risk-return drivers and its growing role as a strategic building block in investors’ portfolios.

In this month’s Bond Voyage, our Solutions team investigates the reasons behind the widening gilt-swap spread and its implications for government bond investors, in particular for insurance companies.

While opportunities in European high yield real estate debt remain, growing competition underscores the need for deep market expertise, a robust underwriting framework, and disciplined deal selection to identify and capture resilient value.

As many central banks begin cutting interest rates, short-term bond strategies can offer a complement to cash holdings. Alastair Sewell explains.

As risk-based capital (RBC) frameworks are rolled out across the developed Asia-Pacific (APAC) region, insurers are having to rethink their asset allocations. European infrastructure debt could be an attractive addition to their toolkit.

Offering comparatively attractive yields and diversification benefits, emerging-market debt (EMD) could have a bigger role to play in Asian insurers’ fixed income portfolios as risk-based capital regimes continue to be rolled out across the continent.

Using proprietary data, our private markets research team compares risk and return across sectors.

European infrastructure debt issuance should pick up as governments look to stimulate their economies and support the energy transition. But with banks keen to fund some of the best opportunities, investors need to maintain their discipline.

Hong Kong’s new risk-based capital framework is reshaping the insurance landscape, pushing insurers to rethink their balance sheet strategies and liquidity management. In this article, Alastair Sewell discusses the evolving asset allocation trends and the opportunities insurers face to enhance capital efficiency and long-term growth.

David Hedalen and Jonathan Bayfield from our real assets research team highlight data that shows real estate markets in the UK and Europe may be on the brink of an important shift.

In this part of our liquidity optimisation series, we look at how bespoke liquidity portfolios that take into account the interplay between different assets can suit the needs of insurers.

Do energy-efficient buildings have more pricing power, and what could that mean for those investing in the built environment? We bring together the views of leading capital markets researchers, a valuer and an asset manager for the second part of our deep dive into green premia, analysing the investment implications.

With the focus shifting from interest rate cuts to the likelihood of rates staying higher for longer, Steve Ryder and Daniel Bright assess the possible outcomes and implications of higher rates and monetary policy divergence in debt markets.

Do greener buildings have more pricing power, and if so, how much? We bring together the views of leading capital markets researchers, a valuer and an asset manager for a two-part deep dive on the latest market dynamics.