Insurance asset management

The heritage and positioning of AllianzGI align perfectly with insurers’ investment aims. The Allianz group has been investing on behalf of insurers for 125 years. AllianzGI teams now manage over £170 billion of insurers’ general assets and employ more than 50 specialised portfolio managers. This allows us to offer long-term and active investment expertise and tailor our solutions to reflect our partners’ multi-dimensional performance objectives.

Room for manoeuvre in the interests of economic and balance sheet performance.

Far from a “buy and hold” strategy, our active approach to insurance asset management calls for a detailed understanding of the balance sheet implications of each transaction in the portfolios. We seek to support and increase alpha generation for each of our clients.

Going beyond performance generation and risk management, our specialist Insurance, LDI and Regulatory Strategies (ILRS) team sees each portfolio as an opportunity to attain all our strategic objectives: ESG, ALM, balance sheet resilience, solvency, accounting, etc.

Tailor-made using an “à la carte” process, each of our client partnerships is based above all on continuous dialogue, so as to offer the full potential of our expertise, strategies and solutions, and incorporate our insurer clients’ ESG objectives from the very start. We took this path over 20 years ago and were among the first signatories to the United Nations Principles for Responsible Investment (UN PRI) in 2007.

A dynamic approach to insurance asset management

One of the strongest insurance asset management teams in Europe

The “core” portfolios of Allianz entities and our third-party insurance partners are managed by one single team. This reflects our philosophy that pooling resources is the best way to build a leading hub for insurance investment expertise.

The Insurance, LDI and Regulatory Strategies (ILRS) team is structured to generate alpha while meeting the exacting requirements of insurance portfolios.

  • Capable of integrating multiple investment objectives (alpha, ESG/SRI, ALM, SCR, local accountancy, IFRS, etc.) in addition to SCR.
  • Strong allocation and hedging capabilities to optimise risk budgets, improve tactical responsiveness and produce additional leeway for creating alpha.

Extensive research capabilities to secure an informational advantage for insurers that are subject to structural exposure

  • Credit research: more than 20 credit analysts using in-house analysis infrastructure with a strong focus on the BBB segment within the Investment Grade category.
  • Extensive ESG research capabilities able to take extreme risks into consideration.
  • Risklab : AllianzGI advisory platform whose advanced modelling infrastructure and insurance expertise allows us to incorporate regulatory/ALM dimensions in our range of services.
Learn more about a host of important insurance topics, from Solvency II to the implications of market changes. This platform is also a place for our insurance investment experts to share knowledge on recent trends and changes in the industry.

Each module is composed of several short sessions with a duration of 3 – 10 minutes, allowing everyone to learn at their own pace. The academy is free of charge and no registration is required.

  • Module 1 to 4 cover topics such as Solvency II regime, Liabilities, Assets and Market Risk.

    To access this module, please click on the link
  • Module 5 covers how and why the the Covid-19 crisis impacted Solvency II outcomes across European insurers so differently. In our view: there’s no country like another…

    To access the interactive module, please click on the link

Solutions

Solvency Capital Requirements (SCR) optimisation and bespoke Asset-Liability Management (ALM) solutions

As a specialist team within Allianz Global Investors, risklab acts as a strategic investment partner. The team of over 60 investment professionals worldwide develops advisory services and solutions that are tailored to individual investment goals. We start every client engagement by listening to a client’s needs and fostering a wide-ranging dialogue about specific opportunities. risklab actively supports investment outcomes with customised advice.

As a specialist team within Allianz Global Investors, with more than EUR 80 billion of assets under advice*, risklab acts as your strategic investment partner.

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For insurance clients this involves a design of target allocation of alternatives and solving individual regulatory, accounting and ALM challenges through holistic insurance solutions including:

  • Regulatory and accounting requirements

  • Asset allocation and capital efficiency

  • ALM

Equity risk

Reducing equity SCR, volatility and impairment risk while improving and stabilising capital charge.

Credit risk

Reducing the credit SCR of diversified bond exposures for the purposes of diversification and seeking returns.

Currency risk

Reducing currency risk against euro with a view to ensuring effective international currency diversification and optimising hedging costs.

Interest rate risk

Reducing the duration spread so as to protect the valuation of the portfolio and balance sheet; improving convexity and reinvestment risks

We draw on our extensive expertise to design bespoke solutions that meet the delegation needs of our partners in the insurance fields.

Insurance Snapshot Series

Equities have not been the most favoured investment class for insurance companies lately. After the deregulation of the insurance industry in 1994 and during the bull market of the late 90s, German insurers, for example, added up to 35% of equity to their balance sheet. Despite local GAAP (Generally Accepted Accounting Principles) allowing for hidden reserves to be accumulated over the years, when the dot-com bubble burst in 2001 some insurers came under significant pressure. Since then, this asset class never really recovered: it is seen as simply too risky and volatile!

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“Team Permanent” are several points ahead of “Team Temporary” now in the inflation forecasting game… except it’s not a game. The real-world impact is creating a cost-of-living crisis in the Developed world and possibly worse elsewhere. Games also have rules, umpires and are finite. Markets do not have an ending, hopefully – they roll on. The ‘rules’ keep changing. Economic historians, listening for distant echoes to inform the future, are increasingly in vogue.

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Edouard Jozan, Head of Allianz Insurance Asset Management (AIAM), explains the new range of services needed by insurers, opening up new opportunities for asset managers.

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Market conditions, the changing nature of the life insurance business and client offerings, consolidation and sustainable investing: Edouard Jozan, Head of Allianz Insurance Asset Management (AIAM) at Allianz Global Investors (AllianzGI), provides an update on recent trends in the life insurance and asset management industries.

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Volatility has become a concern for insurance investors when it comes to managing their portfolios. Until recently, volatility adjustments had not yet posed a major challenge for insurers; however, after the strong volatility that impacted markets in 2020 during the Covid-19 pandemic, protection against large spread movements has become crucial.

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After years of relative outperformance amid a general decline in interest rates, the return of inflation and the liquidity withdrawal announced by central banks present a serious obstacle. In an environment that remains relatively sound from a business fundamentals standpoint, the strategy’s cornerstone will be determining how much risk investors are willing to take on the fixed income portion of their insurance portfolio.

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“Uncertainty is particularly large” resulting in increased interest rate volatility. However, risk premiums remain low at least in part because unconventional monetary policy liquidity remains abundant. Expectations are that tapering will likely return markets to more normal operations. What might this mean and what can institutional insurance investors do today to prepare?

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A performance of a strategy is not guaranteed and losses remain possible.
Private Corporate and Infrastructure Investments are highly illiquid and designed for professional investors pursuing a long-term investment strategy only.

Investing involves risk. The value of an investment and the income from it may fall as well as rise and investors might not get back the full amount invested.  

Past performance is not a reliable indicator of future results. If the currency in which the past performance is displayed differs from the currency of the country in which the investor resides, then the investor should be aware that due to the exchange rate fluctuations the performance shown may be higher or lower if converted into the investor’s local currency.

The views and opinions expressed herein, which are subject to change without notice, are those of the issuer companies at the time of publication. The data used is derived from various sources, and assumed to be correct and reliable, but it has not been independently verified; its accuracy or completeness is not guaranteed and no liability is assumed for any direct or consequential losses arising from its use, unless caused by gross negligence or wilful misconduct. The conditions of any underlying offer or contract that may have been, or will be, made or concluded, shall prevail. 

This is a marketing communication issued by Allianz Global Investors GmbH, www.allianzgi.com, an investment company with limited liability, incorporated in Germany, with its registered office at Bockenheimer Landstrasse 42-44, 60323 Frankfurt/M, registered with the local court Frankfurt/M under HRB 9340, authorised by Bundesanstalt für Finanzdienstleistungsaufsicht (www.bafin.de). Allianz Global Investors GmbH has established a branch in the United Kingdom, Allianz Global Investors GmbH, UK branch, 199 Bishopsgate, London, EC2M 3TY, www.allianzglobalinvestors.co.uk, which is subject to limited regulation by the Financial Conduct Authority (www.fca.org.uk). Details about the extent of our regulation by the Financial Conduct Authority are available from us on request.  The duplication, publication, or transmission of the contents, irrespective of the form, is not permitted.

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