Securities lending in insurance

Securities lending in insurance

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Speaker: Enrico Biffis

In this talk I will provide a cross sectoral overview of securities lending, and then focus more explicitly on the insurance space, as well as discuss the perspective of regulators addressing the issue of systemic risk contribution via an activities based approach. I will then outline a portfolio model to illustrate the main trade-offs at play when designing and managing securities lending programs, demonstrating in turn how a holistic, risk based approach can provide a good representation of the risk profile of such activities. Finally, I will explore how a Solvency II – type framework may be used to understand the main risks channeled by securities lending operations.

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