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CLIENT FOCUS
Our dedicated resources across client advisory, strategy and analytics, investment accounting and reporting, and fixed income portfolio management support our insurance clients with asset-liability, capital, regulatory, tax, and accounting considerations.
We manage $182.2bn1 USD of general account AUM across fixed income, alternatives, equities and multi-asset mandates.
We offer innovative and tax-friendly alternative strategies for insurers that improve capital efficiency.
Our deeply resourced insurance fixed income team has a track record of generating stable cash flows leading to stable book income and excess return through various market cycles.
1as of September 30, 2020
GLOBAL INSURANCE STRATEGY & ANALYTICS
Our experienced team works closely with our insurance portfolio managers to customize investment strategies. We offer a wide range of advisory and analytical services including:
ASSET ALLOCATION
- Asset Liability Analysis / Benchmarking
- Flexible portfolio optimization
- Customized strategic and tactical asset allocation
RISK MANAGEMENT
- Application of non-normal asset return models
- Tracking error analysis relative to an asset benchmark or a liability model
- Return on regulatory or economic capital
- Stress testing
PEER ANALYSIS AND INDUSTRY DATA
- Understanding of global insurance regulatory frameworks
- Review of asset allocations, investment income, underwriting, and other key metrics
- Selection of insurer peer universe based on custom criteria
CUSTOM ANALYSIS
- ISIN/CUSIP level analysis to determine asset sales
- Historical market analysis and economic data based on ad-hoc requests
- Multi-period ISIN/CUSIP level ALM analysis
INVESTMENT ACCOUNTING & REGULATORY REPORTING
Regulatory Insights- Track new developments in global insurance regulations through research and direct communication with regulators that impacts the insurance industry
- Regularly produced publications detail important accounting and regulatory matters that affects our clients’ investment strategies and financial reporting requirements
- Attend and participate in industry conferences to stay informed on the latest issues and topics affecting our clients
Accounting and reporting capabilities
Learn more about our accounting and reporting capabilities.
- Support for multi-basis accounting needs – NAIC Statutory, local/national GAAP (e.g. US GAAP, UK GAAP, German GAAP, etc.) and IFRS
- Regulatory reporting for quarterly and annual statement investment disclosures
- Custody and general ledger feeds, reconciliations, operational and audit support
Additional support:- Impairment, OTTI, CECL analysis
- Cash flow modeling, Shock analysis
- RBC and credit rating agency assessments
- Real-time, 24/7 access to investment accounts on our web-based accounting platform, powered by Clearwater Analytics
- Detailed, customizable reports – holdings, transactions and income reports – complete with lot-level accounting data and investment analytics
- Ability to aggregate investment data to support performance, risk and management reporting for internal and external stakeholders
CONTACT THE INSURANCE CLIENT ADVISORY TEAM
For strategy & analytics inquiries: Insurance_Strategy_and_Analytics@jpmorgan.com
Mark Oldcorn
EMEA
mark.oldcorn@jpmorgan.com