Topic
Every InvestIQ Asia story tagged Solvency & Capital. Subscribe below to get the latest intelligence by email.
Analysis
9 Oct 2026
Senior appointments at DBS, Chinabank, BlackRock and AllianzGI highlight a shift in wealth advisory and distribution talent as Asian platforms expand their domestic and cross-border capabilities.
Opinion
31 Aug 2026
As global central banks shift toward rigid data dependence, static strategic asset allocation maps are failing. Institutional retirement reserves are increasingly exposed to a dangerous structural imbalance between visible valuation marks and actual market depth.
Opinion
31 Aug 2026
The unbridled rush into APAC private lending is hitting a wall of capacity saturation. As global asset managers resort to aggressive pricing concessions and weak corporate covenants to win middle-market mandates, long-duration investors are mispricing systemic correlation risks.
Asset Owners
27 Aug 2026
Japan's premier private life carrier is shifting long-duration portfolios into offshore quantitative channels to protect solvency metrics from structural margin compression.
Asset Owners
24 Aug 2026
Following the landmark appointment of Melissa Henson as Chief Executive Officer of BPI AIA Life Assurance Corporation, the combined insurance group re-evaluates its liquidity footprint to capitalise on a multi-billion-peso sovereign storage infrastructure rollout.
Asset Owners
21 Aug 2026
The insurance conglomerate is actively restructuring its multi-billion-dollar fixed-income matrix under look-through regulatory parameters. The shift redirects premium liquid cash into specialized alternative debt instruments to insulate yields.
Asset Owners
20 Aug 2026
A massive portfolio reallocation is accelerating across regional insurance general accounts as state-backed pension desks look beyond listed fixed-income markets. The migration targets senior corporate lending and alternative credit tranches.
Opinion
7 Aug 2026
The siloed asset-allocation model that dominated Asian boardrooms for a decade has been rendered obsolete by factor crowding. Chief Investment Officers, asset allocation teams, and private wealth fund selectors must transition to dynamic risk-factor pricing or face persistent tracking error shocks.
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