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Customised Insurance Solutions
Portfolio Optimization
Achieve an optimal balance between the multiple objectives that insurance companies consider in the management of their business, including risk-adjusted after-tax returns, capital efficiency, income preferences, liquidity requirements, realized gain/loss constraints, etc.
Customised Benchmarks
Creation of benchmarks that are tailored to reflect a company's liability profile and risk preferences, as well as regulatory, rating agency, and other management considerations.
Asset Allocation
Analysis to establish long-run sector allocations that produce an appropriate risk/return profile for capital supporting a product or company.
Tail-Risk Management
Portfolios constructed to protect against downside risk in stressed economic environments.
Scenario-Based Risk Budgeting
Determine permissible active management exposures to spreads and rates versus customised benchmarks. Employs stress tests to sectors and rates to determine potential losses in well-defined stress scenarios.
Insurance Accounting
GAAP and statutory accounting capabilities and reporting services.
Asset Management Process
Execute the firm's investment strategies using an implementation process that reflects the unique profile and risk tolerance of each insurance company.
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USDE* 65.8 Billion
*US Dollar Equivalent
- Portfolio Optimization
- Customised Benchmarks
- Asset Allocation
- Tail-Risk Management
- Scenario-Based Risk Budgeting
- Insurance Accounting
- Asset Management Process
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Global Insurance AUM: USDE* 65.8 Billion as of 31 March, 2013
*US Dollar Equivalent
*US Dollar Equivalent
In a highly commoditized product environment, the most durable competitive advantage is a client-centric approach to solution creation, leveraging experience and expertise.
Western Asset assists clients in developing capital efficient portfolios that take into account capital requirements, as well as objectives related to risk, growth and return on equity (ROE).
From client service to portfolio management, Western Asset is dedicated to developing a consultative thought partnership and dialogue with current and prospective clients.
Building on Western Asset's proven investment philosophy, research and process, the Insurance Team adds a layer of portfolio and risk management that incorporates the unique needs of insurance companies.
Western Asset understands the complex requirements of insurance companies, including the shifting priorities driven by statutory, regulatory and actuarial analysis.
- Firm's investment strategy customised based on client's constraints and objectives
- Optimization tools to target: volatility, capital efficiency, gain/loss, and other client-specific metrics
- Sector teams inform Investment Outlook and provide sub-sector/issue selection expertise to Insurance Team
