Insight and Intelligence on (Re)insurance Convergence with the Capital Markets

19 May 2012

News in brief

20 May 2010

Life capacity crunch to boost swaps

Increased pricing in the pension buy-in, buy-out market will push some pension funds to look at longevity swaps, Jerome Melcer, partner at consulting actuary Lane Clark and Peacock (LCP), told Trading Risk.

LCP expects growth in longevity swap volumes to be driven by increased life expectancy assumptions and a looming hard market for pension buy-ins and buy-outs. Melcer noted that growth could come from smaller pension funds looking to transfer £250mn-£1bn. He added that...

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